i'm also having this bug, but only in cities that i captured in war. my cities' buildings double normally (and all holy sites double the adjacency bonus when i adopt that policy), but conquered cities' holy site buildings give either regular yields (with the simultaneum policy) or *no* yields (without it).
i had this bug in my very first game, in which commercial hub buildings in conquered cities would not yield faith. it may be that some mods fix it (CQUI?) because i only notice it in unmodded games.
PC, fall patch, prince diff, large map. the only mod i'm using is tomatekh's historical religions.