Has there been a change in how holy cities are selected? Divine Prophets enabled. I am on SVN 10274.
Every religion that I've researched seems to get founded in an AI city instead. When this first happened with Shamanism, I figured the AI just managed to get it few turns earlier and popped his GP on the same turn I completed the research.
Now, I've attempted to found Andeanism, Ngaiism, and Yoruba, and all the holy cities went to random AI cities. I still got the prophet, and I hadn't even attempted to spread the new religions yet; it seemed as though the religion was being created in the world in a random city on the turn the tech was researched rather than waiting for the religion to actually be founded. I don't think I am being sniped, as I first thought on Shamanism: I'm fairly ahead on tech and even if I wasn't, I think four occurrences are too consistent to have been sniped out of all of them.
It is hard to tell if this is working as designed or a bug. I did see a relatively recent SVN (Nov 12, 10251) but it is unclear to me whether this change might be causing the behavior. I wouldn't have thought so since it sounds like whatever code that is should still only run when a GP attempts to spread a religion.
I am also playing starting from the Ancient era vs. Prehistory. I know that this can cause problems sometimes and there is a popup warning against it, I am not sure if might be interfering here too.