No you just need the holy city and over 67% (version 0.9.8, in 0.9.7 it was 80% I believe, turned that down because that's nearly impossible with LoR's rules). Try to get 68% and see if that does it. Otherwise if that's your state religion you should have won and you just found a bug.
Edit: Also if 68% works, let me know and I'll set it to 66% (as I put it at 67% to be over 2/3rd's control). Oh and one last thing I forgot, you also need the shrine.
Edit 2: Yeah missread that. You already have 69% global dominance of your state religion. If you have the shrine, please upload your save and I'll take a look and try to figure out what's going wrong.