You can, it's just typically easier for most users to re-install than to
execute the necessary steps to convert the system after the fact.

If you have sufficient space then you can just create a thin pool, copy
your existing file systems into it and then fix up the fstab, grub boot
entries, initramfs and any other configuration that may still reference
the old device names. Once you're finished you can remove the original
volumes and reclaim the space for use by the thin pool.