We'll be moving to a new house shortly, and my wife wants a screen-porch or a sun-room. Most of the houses don't have them, but they have decks off the back, so I know I'll be expected to make a conversion of sorts.
It's honestly easier to tear down the deck and build a screen-porch in its place. Many of the decks have just enough posts for their load, and it wouldn't be a great idea to add all the weight of the walls, roof, and everything else to them without adding posts and in some cases additional beams. Adding posts under an existing deck is a pain, and insulating underneath is a pain, too. Depending on the condition of the deck, you end up taking off all the decking anyway and replacing it with plywood. Then there's the challenge of buttoning it all up around the perimeter and making it both look good and be tight.
Like I said, PITA.