I did a two person hotseat with Celts and Russia (dunno why I went Russia, Korea would have been faster), no barbs, no CS. I explored ancient ruins and got a religion fast with Celts (GameSpeed Standard). After I got a religion with Russia (a handful more turns and more ancient ruins) I waited for about a minute (at least 30s) and saw the Steam achievement popup. So it's the standard delay on achievements after all capitals have a player-created religion in multiplayer (my assumption at least - someone would need to test on 8 players and make sure the religion spreads to the other 3 civs or do a huge map that would allow all 8 to create a religion).