District cost doesn't really scale that much with total number of districts, the much more important factors are whether you have more of a particular kind of district than the average and the amount of techs/civics discovered.
With that said it is often hard to justify getting a holy site before a commercial hub or industrial zone once those are unlocked (harbor is only for some cities on most maps). After those though it's pretty safe. You're definitely not screwing yourself by going for religion, it generally pays off (at least for me) enough to be worth it.
I'm perfectly aware of that. In fact, I made a whole thread about it and discussed the mechanic in depth. Only researched techs and civics add production costs. Nothing else.
And I say it again. Not only do you add another tech (Astronomy) which increases costs but you also add "time". Time in which you research a lot of techs and civics.
The capital might take a while until it hits size 7 and 10 and before that, the holy site blocks the 3rd and 4th available district. Same in other cities. If you want to play optimally and avoid the slump in mid game, it is essential to get a commercial hub as soon as possible. An early campus or more cities instead of a holy site makes you reach this goal faster.
Finally, if you want to found a religion on immortal/deity, you absolutely need to build a holy site first thing and you are either forced to pick the pantheon that adds +1gpp and/or expand to a second city very quickly and build a second holy site. The capital also often needs a shrine to keep up with the AI or has to run the faith project. All of this hurts expansion, military and infrastructure during a time where you don't have any of that. And don't get me started on all the shrines and temples you want to build later instead of actually useful stuff

. The extra housing could be achieved by building an additional worker and improve more resources/farms.
The +% production per population is very weak during the early game where it matters most and it's definitely weaker compared to an extra 1-3 trade routes from early commercial hubs with more improved tiles from the extra workers and settlers you could have build instead.
Overall, I feel like you have to sacrifice too much for pretty mediocre bonuses.
Russia feels great for religion because their unique holy site only costs half as much, they can place it in optimal locations more easily and unique district don't add to the district limit per population. It essentially counters 80% of the stuff I've just said

The holy war bonus is amazing, yes, but as I said religion is great for one thing: Domination supported by Theocracy and faith buying units

. Because the missing production/infrastructure doesn't really matter in that case.
I wish it would be different. Balance just feels off.