I honestly feel religion is something the civ series has never gotten truly right, even back when it was just in the form of generic temples & cathedrals giving a plain happiness boost. The games have always treated religions as something you call dibs on, and it has never really sat right with me, as I feel that in real life,
you don't call dibs on religions, religions call dibs on you. Like, the Vatican didn't found Christianity, Christianity founded the Vatican; no caliphate founded Islam, Islam founded the caliphates (or at least, the first one); while Siddharta Gautama was a literal prince before founding Buddhism,
he didn't exactly do it on the behalf of his kingdom. No, what I'd much rather see in the future, is religious institutions depicted as powerful adversaries you can gain bonuses from by bending the knee to (though only if you denounce all the other religious institutions); look to any Paradox grand strategy game for a rough example