As we are about to be reminded, with this week’s release of Baz Luhrmann’s film version of “The Great Gatsby,” nothing is more American than reinvention.

Jay Gatsby, whose made-up stories about himself are so transparent that he goes around saying he’s a Middle Westerner from San Francisco, does not bother lying too convincingly to anybody but himself. He calls everything he ever wanted and willed into being “Daisy.”

As much as anything else, it’s his stubborn refusal to see reason that makes him the hero of the Great American Novel. And that makes him the stand-in for striving, arriving and making-it-up-as-we-go-along America, with our “extraordinary gift for hope,” as F. Scott Fitzgerald writes of his protagonist, and “a romantic readiness such as I have never found.”

Even in America, though, there are certain unstated rules for reinvention: First, we aspire to more, not less, even if the cautionary excesses of Gatsby’s West Egg or (the also self-invented) Don Draper’s Manhattan, along with all those McMansions on Bravo, inspire both disgust and envy.

So when Katherine Russell, an American girl with every advantage — her father and grandfather went to Yale University, we keep repeating in horror — trades a reputation as a “social butterfly” for a life as a devout, hijab-wearing Muslim wife, we demand to know what went wrong.

Of course we’re shocked by the way the story ends; her husband, suspected Boston Marathon bomber Tamerlan Tsarnaev, wrapped up his feelings and frustrations in something he called Islam. Which both was and was not about the religion by that name, in much the same way that Gatsby’s dream of Daisy was and was not about a spoiled Louisville socialite.

But there is a religious and a class bias in our reaction, too, I’m afraid; we’re baffled by how Russell could have gone from a doctor’s privileged daughter to a job at the other end of the ladder in her father’s world. According to her attorney, she worked long hours as a lowly home health aide.

A friend of mine used the word “debasement” to describe that arc, and others have wondered in print why Russell seemed to have rejected some of the freedoms that were her birthright.

I wondered that myself, to be honest — but also realize how hypocritical that reflex is, particularly as a Catholic woman who has been asked once or twice (or 1,000 times) how I could possibly choose to stay in a church that so oppresses women.

An observant young Muslim woman I know here, Umema Aimen, a 21-year-old student from Pakistan, says she was horrified by the violence of the bombing, and by what felt to her like the Islamophobia of the response.

Russell’s decision to convert and wear the hijab “isn’t something ‘enigmatic,’ as it’s being labeled,” Aimen told me, a little frightened by “the way the media is so frantically trying to find explanations for her conversion.”

Whether Russell was seeking or fleeing, acting out or joining in, a leap of faith is never easy to explain. Her conversion “may have been out of love for Tsarnaev,” Aimen says, “but why doesn’t anyone discuss the possibility that she chose Islam because the religion appealed to her intellect?”

Instead, our clear assumption is that she gave up her identity for a man — a man accused of violence both before and after she met him. But as Real Clear Religion columnist Jeff Weiss asked: Who are we to say whether, in doing that, she rejected her identity or found it?

Just as I consider Jesus a feminist whose followers have not always followed his example, Aimen points to the Koran’s concept of equality for all people; early Islam, after all, gave women new rights to inherit, and spelled out that marriage required a woman’s consent. “I am a feminist partly because my religion encourages and teaches feminist values,” she says, “so that’s where my strength truly comes from.”

Both here and in her country, which she’s returning to on Wednesday for the summer break, “it is frustrating that people don’t pay attention to Islam’s feminist values.” Or Christianity’s.

While we all continue to try to make some sense of the tragedy in Boston, Russell certainly does owe the authorities as full an accounting as possible of her husband’s every movement. She does not, however, owe us any explanation for her conversion.

The reinvention the separatist Pilgrims were after when they landed in this state involved freedom of religion. And Russell did not forfeit that first freedom when she put on the hijab.

Melinda Henneberger, a Washington Post political writer and She the People anchor, is spending this semester as a fellow at the Harvard Kennedy School’s Shorenstein Center. Follow her on Twitter at @MelindaDC.