As Catholics, we are only duty bound to pray for souls in particular, according to how the person died externally as AP said. The Church only gives a funeral with a requiem Mass for one who died a Catholic death, not for everyone who *may* have converted, and this is a big *may*. There is a reason for this.
The point is, is that praying for every soul who *may* have converted in the end, fosters religious indifferentism, because we begin to think that people can live how they please, and expect a special grace of conversion at the last moment. We begin to forget that a death bed conversion is an extremely rare grace, not a common one.
There is a famous, traditional Catholic phrase in Latin: LEX ORANDI, LEX CREDENDI. "The law of prayer is the law of belief."
The Popes have spoken.