I noticed that I was able to build (or buy) the building of the religion (one of the beliefs). When I later converted the city, the building from the original religion stayed, and I was not able to produce one of the buildings for my (now dominant) religion. In another city, I did not produce a building of the original religion (it was available), and after conversion I was able to produce one of my religious buildings. I suppose this is an intentional design choice to prevent players from stacking multiple religious buildings in one city?