Well if you are a noob playing high level I imagine you would be worried by that. If you are playing a lower level you should be easily able to fend them off.
They cannot kill a couple of missionaries inside your city which is enough to get your religion back if truly in dire straights, but if you were behind like that you would not activate your religion so early. Let them burn themselves out on each other then activate your religion when you have enough faith to defend it, any earlier and you are wanting to be beaten which can be a choice.
the hardest part about high level RV is getting a religion and surviving military attack.