Faith purchase is no longer valid - WTF?

OK, anyone could tell me why I'm receiving those messages every time I try to purchase G. Prophet or Missionary (can't find what about Great persons, not enough Faith yet):

"Your previous automatich faith purchase selection (Missionary) is no longer valid. Go to Religion Overview if you want to reset it to another item".

What the heck? I founded a religion, I got enough faith for either missionary of prophet and can't seem to buy them! Bug or what?

Save file?

Is it possible that there are civilian units stationed in all of your religious cities? You can only buy new units when the city hex is empty of other units. And of I believe you can only purchase missionaries in cities that have a religious majority.