Yes, this is the case, at least when it comes to the acoustic Delta blues musicians whose music was recorded in the 1920s and 1930s. Playing blues music in the South was a fairly dangerous lifestyle - as Robert Johnson, poisoned by a jealous husband - discovered. They were largely playing 'jook joints' (unlicensed, unofficial drinking spots), and - in a pre-electric world - were making dance party music and dealing with drunk people. And because of the rural nature of the population and the music, they were largely itinerant, travelling around the (black areas of the Jim Crow) South and not sure where they'd be sleeping when they arrived in town.

Rural blues musicians like Robert Johnson would sometimes play with the mythology of the devil in their music (e.g., 'Crossroad Blues'); in that time and place and milieu was influenced not only by Christian mythology, but by elements of voudoun (e.g., voodoo) folk mythology which had survived the journey from West Africa to the Delta. After all, fine upstanding citizens, by and large, weren't going out to alcohol-and-blues filled jook-joints, living dangerously; they were going to Church, being pillars of the community, being sober and respectable.

Insofar that the blues musicians were associated with the opposite of the fine upstanding citizens who went to the Church, they were playing the devil's music, singing about very secular concerns rather than the metaphorical train to Jordan of gospel music. Sin, in other words, was all over the blues - it was a music that described acts like murder and infidelity, and feelings like jealousy, pride, sloth, etc.

To take it to an extreme, one of Lucille Bogan's 1935 versions of 'Shave Em Dry' is famously foul-mouthed; there's something very strange to a modern audience about hearing a woman in 1935 sing about how:

I would fuck you baby, honey I'd make you cry...

Now your nuts hang down like a damn bell sapper,

And your dick stands up like a steeple,

Your goddam ass-hole stands open like a church door...

This wasn't commercially released at the time (there was a less profane commercially released version where the entendre was more double than single, and I think this was actually first released on a Sony compilation in 1991)...nobody would dream of releasing that as a commercial record. However, it's likely the recording was passed around unofficially, and it's perhaps suggestive of what might have sometimes been sung in the jook joints that got a good response from the crowd. But note the deliberate juxtaposition of the sacred and the profane, here with male genitalia etc being compared with the religious imagery of the bells, the steeple, the church door; you can certainly understand how the religiously minded might see this as the devil's music.

Obviously, most of the music going around at the time wasn't quite Lucille Bogan's secret profane version of 'Shave 'Em Dry' - but the commercially released version of the song, which Ma Rainey recorded in 1924 was still about the same topic, it was just more...poetically stated. And so many blues songs are about, one way or another, sin (at least as interpreted from a Southern black religious perspective.)

Of course, playing the blues was kind of a young person's game - spending time in jook joints etc loses its lustre as people get older and settle down. So plenty of the musicians who made blues music when they were young...eventually moved on from the blues, doing different things. Some of them did get religion, and/or move into making religious music.

Examples I can think of off the top of my head:

• Pops Staples of the Staple Singers, as a musician, lived in the Delta blues milieu until 1935, at age 21, when he married and moved to Chicago. His family band the Staple Singers (e.g., 'Samson And Delilah'), featuring himself and his daughters, made gospel music originally in the 1950s and 1960s, and, eventually, secular music later on (on Stax Records in the late 1960s and early 1970s). But you can hear the Delta blues in his sound, nonetheless.

• Son House. There was a blues revival movement in the 1960s when white people discovered the music and the more intrepid fans tried to track down the musicians who'd made the music in the 1920s and 1930s. Son House had at one stage been a Baptist deacon before deciding to make blues music, and after a few years of playing the blues (and being recorded and his work being commercially released in 1930), he left the music business and worked in a variety of fields. When he was rediscovered in the 1960s, he was working at a train station in Rochester, New York. He very clearly was reluctant to play the sinful blues music, but was very happy for the attention being paid to his music, and this came out in the somewhat recording sessions recorded by John Hammond Sr. in the 1960s, where Son House recorded an a capella version of the gospel song 'John The Revelator' that was as well as new versions of songs he recorded in 1930 like 'Death Letter'. House's album Delta Blues And Spirituals, recorded at two live concerts in London in 1970, shows him playing as many spirituals/gospel songs as he plays the blues.

However, while some musicians gave up the blues and switched to gospel, it was rare that they refused the call of the white blues revivalists, even if some of them had decidedly mixed feelings about it, as Son House did. So Skip James, apparently, was another who after his blues career singing songs like 'Devil Got My Woman' in the late 1920s and early 1930s, allegedly became an ordained minister after the blues career ended. Of course, he was still happy to sing 'Devil Got My Woman' on record in 1968.

And some blues musicians never stopped playing the blues and never got the gospel bug; people like Muddy Waters, Robert Jr. Lockwood, and Johnny Shines, who were in the Delta Blues milieu of the 1930s, went north with the Great Migration...and continued playing the blues. Quite a few blues musicians migrated to the 'Sweet Home Chicago' that Robert Johnson sang about from the Delta, and in the process found themselves making a career for themselves playing the blues with electric instruments. So while some blues musicians did switch to gospel, clearly some also didn't.