Well I guess you mean his deathbed return to Catholicism? In fact, he and his brothers all converted to Catholicism after their father's death in 1928. There isn't much evidence he took religion seriously at all through his life and when he returned to the faith on his deathbed, his brother, Nicholas, couldn't bring himself to believe that it was genuine. He claimed it was because the hospital's Catholic priest was the only person fluent in ancient Greek and von Neumann wanted to chat!

Von Neumann was certainly terrified of his own death (he was only 54 years old when he died) . His daughter, Marina, says her father was thinking of Pascal’s wager and had always believed that in the face of even a small possibility of suffering eternal damnation the only logical course is to be a believer before the end: ‘My father told
me, in so many words, once, that Catholicism was a very rough religion
to live in but it was the only one to die in .’

So take your pick.