The reasons aren't certain - it's been a massively debated issue in Swedish history to this day. Her own personal account was that she'd always resisted the strict Lutheran upbringing and never felt at home with Protestantism, and after much searching (she was known to be generally inquisitive and intellectual) was drawn towards Catholicism by the notable Catholic intellectuals she'd surrounded herself with, such as René Descartes. And of course by the time she formally converted she'd already abdicated and moved to Rome. This view, also taken by contemporary Catholic sources, was more or less supported by the prominent Swedish historian Curt Weibull (in 1928)

The earlier Swedish view, as espoused in by 19th century historian Anders Fryxell was that she was vain and interested in arts and intellectuals, contemptuous of religion and disinterested in ruling. Hence she abdicated to be free to follow those pursuits and her conversion was merely a cynical way of ingratiating herself in the southern countries where she'd taken up residence. Fryxell was prior to modern source-critical historical research, and so isn't taken very seriously today.

Then there were theories, in the 1930s, that she was a homosexual or even a hemaphrodite (the latter solidly debunked by more modern medicine), and abdicated because she (supposedly) couldn't produce an heir. Or that she was a secret atheist, or libertine who just abdicated to get away from the constrictions of court life (Sven Stolpe being one biographer of that school). Her own initial reason for abdicating was supposedly because she, as a woman, was not fit to lead an army (as Swedish kings did at the time, not least her father), but she later claimed it was because she wished to convert. (Remaining as a Catholic monarch was certainly never in the cards - to this day Swedish law demands the monarch be a Lutheran)

So in short she's a very interesting character and there are many books and biographies, with almost as many theories about her abdication and conversion. (there's also a famous Greta Garbo movie There are too many biographies to list, but one recent and good but short one is Peter Englund's Silvermasken ('the silver mask', 2006), which is by a respected Swedish historian (but not translated it seems). The aformentioned Sven Stolpe biography in two volumes from (1966) was popular his (a journalist's) view of her was strongly disputed by the historian Weibull, whose own works are more academic in nature though. In English there's the fairly recent Christina, Queen of Sweden: The Restless Life of a European Eccentric by Veronica Buckley, which is supposedly well-written (but a popular-historic work, so there's not really any new information in it)

So in short, I'd say the nearest explanation at-hand is to more or less take Christina by her word and consider her conversion simply at face-value, as an expression of her personal religious convictions. Alternately you read up on her and her interesting personality and intellect and try to figure out which of the many other plausible motives for her abdication that you have the most confidence in.