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This didn't take very long at all.
In the 1911 census, Katherine Schmidt and her parents are listed as "Evangelical."
In the 1916 census for Saskatchewan, Conrad Sieward[sic], age 26, born in Romania, immigrated in 1910, is listed as Lutheran.
Conrad and Katherine were married 18 January 1918 in Yorkton, Saskatchewan. You could try to obtain their marriage record. It might list religion, and it could also contain the names of their parents. The date is from cemetery information at www.findagrave.com:
It doesn't look like they were Jewish either.
Katherine Schmidt was the daughter of George and Mary Martha [nee Schmidt] Schmidt. George was the son of Johann Ludwig Schmidt and Marie Elisabetha Katrina Wick. All 4 of them were Lutheran.
There is nothing on Conrad Siewert (any spelling) at all.
There is only whatever records that are available and "secrets" would not be recorded. On the Schmidt side there are church records going back to the early 1800s.
As I said, there is no record available of the birth of Conrad Siewert. Records in Russia/Poland/Romania sometimes don't exist because they have been destroyed in the wars fought there.
I had already checked that, of course. There is no record of a Conrad Siewert (any spelling) in Germany, Austria, Switzerland, Poland, Romania, Yugoslavia, Prussia, Russia, etc. I'd never tell you that there was nothing more available without having checked first.
I don't know either why the documents just aren't there. It's quite possible they were destroyed in one of the world wars. So many, many records were.
I would suggest you check the most recent marriage records to see where grandparents were married, for instance. There are no records online that indicate that either side of the family was Jewish.