Does this mean your cities took

DEFENDER OF THE FAITH - +20% combat score near friendly cities that follow this religion.

That's supposed to be "your cities too?"

Definitely your cities, that's mostly where it is going to get use.

Yeah, "friendly" cities are your own, either built or conquered (puppets or annexed), along with allies (like CS or if you play it in team).

but major religion has to be your own.

Actually can get this with AI Civs outside of being on a team. Not sure if it requires DoF or Open Borders but I've gotten the bonus near AI cities when I was helping them fight another AI.

Yeah, your own cities, your enemy's cities, anything. If you're a warmonger and have a strong religion, you can seriously get some nice boosts from this policy. I just used it to nice effect in my Aztec game. First time I took that policy before, but it worked out really well. I conquered Germany and France with the help of these bonuses.

EDIT: Oops, nvm, that was Just War that I took. Ignore this comment.