While I agree that religion is boring right now, I will play defender of the exploration legacy paths, since I quite like how this period of the game plays, in comparison to Civ6 or any recent civ competitors.
Economic - As I see it, this creates a gameplay mechanism that rewards expanding across an ocean, either peacefully or militaristically. Treasure resources average about 10 gold per turn (factoring that they don’t come online until shipbuilding and you lose the last set of fleets), which is a little better than jade most of the time. And if you do well at it, you get +10% gold in the modern era (via two legacy points in rewards). While pursuing this legacy railroads the player into role playing something that not every real world nation did, it is 1) optional and 2) creates a reward for something that was economically rewarding in the real world, but has generally not been mechanically rewarding in other games (to build up enough military to go conquer cities oversees rather than just doing that locally). And if you opt out of treasure fleets in some games, it is still rewarding to conquer in homelands or invest in building your existing cities instead of using resources to expand to DL and get treasure fleets.
Science - I have found that hitting 40 yields is a surprisingly rewarding expression of advancing in the tech tree (to get multiple buildings you want that have the same adjacencies, and to increase specialist limit) combined with city planning. It certainly helps to have some wonders and policy cards.
Culture - I like that this plays out differently depending on the beliefs you take. Lately I have been spreading religion and earning relics mostly though creating trade routes to DL cities. In another it was about upgrading IP to city states. Feels very achievable in all games, but always requires some investment and the relics don’t seem that worth it for their yields alone. Hopefully great works will come back as an alternative/ addition to relics. I’ve never tried an early capital rush, but converting 4 cities per missionary for being first to convert would be 24 culture/turn per missionary, which is quite a good boost until you need to start defending your hold.
Military - this one feels the most forced, but gameplay-wise, it adds the challenge of capturing and holding oversees territory long that likely ends up with fighting at two sides of a large empire. So it feels consistent with actually rewarding projecting military force around the world. And then throw in a religion element for flavor (and to offset losing the bonus of capturing a city following your religion).