I don't know if it has something to do with heir, but:
1) It is common for Babylon to found Jewdaism in Camersmich.
2) You can found Jewdaism as India.
3) China doesn't found Confucianism, which is founded by rome.
4) Sometimes China doesn't found Taoism, which is founded by Egypt.
1 isn't so important to me. Make Jerusalem an easy target for Babylon, and you have more historicity here.
2 should be possible only in heir
3 and 4 are problematic IMO.
And you can see that new world prefers protestantism and catholicism, even if an other civ finds them. Maybe New World religions should be dynamic and depend on who finds them first. For example if China conquers Inca, then you should see confucianism and taoism spread in Inca and not protestantism or catholicism.
Also, make euros keen on building cathedrals before the great schism, which is historical.