hi! hopefully someone can help with quantifying 'how common' but meanwhile, you may be interested in a previous thread
"Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History" by S.C.Gwynne, is a book about a Chief whose mother, Cynthia Anne Parker was kidnapped as a child, and preferred to stay with her tribe, even though her white relatives kidnapped her back as an adult. I found this whole book fascinating, and it made a strong case that often white women captives who survived the kidnapping ended up preferring Indian society over the White.