The religious victory requires the religion to be in 50% of the cities of a civ for that civ to be converted. Now, in the specific case, I as India had converted 5/6 civs. The last civ holding fort was Saladin. Saladin had 9 cities, of which 4 were converted. I had declared war on him and as a peace treaty, I got the 4 unconverted cities back. With Saladin reduced to 5 cities of which 4 are converted to my religion, Arabia had converted as well. The religious victory icon shows that all 6 civs are converted. Unfortunately, this doesn't trigger religious victory cinematic and the game doesn't end.