Why was James Gandolfini's funeral at an Episcopal Church?

This is from his Wikipedia page: "Gandolfini was born in Westwood, New Jersey. His mother, Santa (née Penna), a high school lunch lady, was born in the United States, of Italian ancestry, and raised in Naples, Italy. His father, James Joseph Gandolfini, Sr., a native of Borgotaro, Italy, was a bricklayer and... show more This is from his Wikipedia page:

"Gandolfini was born in Westwood, New Jersey. His mother, Santa (née Penna), a high school lunch lady, was born in the United States, of Italian ancestry, and raised in Naples, Italy. His father, James Joseph Gandolfini, Sr., a native of Borgotaro, Italy, was a bricklayer and cement mason and was later the head custodian at Paramus Catholic High School in New Jersey.James Sr. earned a Purple Heart in World War II. Gandolfini's parents were devout Roman Catholics and spoke Italian at home. Due to the influence of his parents, he developed a strong sense of being Italian and visited Italy regularly."

Any evidence to suggest Gandolfini left the Catholic Church and joined the Episcopal Church? Was he a member of a particular Episcopal parish? Did his Italian family, all raised Catholic, all become Episcopalians? I'm just asking, since it sure puzzled a lot of people a year ago when the choice not to have a Roman Catholic funeral Mass (to which he would have been entitled by virtue of his Catholic Baptism) was apparently made by his family. Even though he was divorced from his first wife, he most certainly would have still been entitled to a funeral Mass in the Catholic Church.
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