So as town I could potentially convert a mafia to a townie, but that would fail. As Mafia, they can't convert townies to mafia, that's only possible if they started off as a cultafia. But we already had a cult in the game, so I don't think that mafia started out as a cultafia.
Then, the only reason a failed conversion would pop up, would be to keep the town from guessing the maximum amount of players that the cult can recruit. Odd could only recruit a maximum of 2 other players into the cult other than himself.