Didn't Found a Religion

Here's a query:

So I'm playing a game, as Russia, difficulty 6 on a shuffle map.

I'm doing my thing, and lo and behold, I don't found a religion. That's never happened before. But no biggie.

Siam attacks. I destroy Siam. Siam has Buddhism, unenhanced. I capture a Siamses buddhist prophet.

Now the computer player Siam is destroyed. Some of their cities have Buddhism, which Siam founded, and which is spreading into my civ. I try to use the captured prophet to enhance the religion, figuring that I'll adopt Buddhism as a follower, but it doesn't let me do that.

What do you do in a situation like this, where you didn't found a religion, and the religion that appears to be taking root in your civ is an unenhanced one where the founder has been eliminated?

That's unfortunate. You can't do anything about the Buddhism. You have to accept it as it is or if you want other religions you will have to wait for the missionaries, which can be a very short while or forever. Siam is the only one who can enhance his own religion but since he didn't...