The goal is to get attributes for your religion that are helpful and use your religion in a way that makes it even stronger. For example, if your religion is giving you gold for each city, you obviously want to spread your religion to as many cities as possible. If your religion gives you extra culture from the Hermitage, spreading your religion is less useful.
You can also use faith to buy great people eventually, so getting a religion that gives you more faith could eventually be useful that way.