It seems to me that the only way to found a religion is to build Stonehenge. Otherwise every other civ makes a bee line to faith building faith districts in all their cities and by turn 100 all the Great Prophets are gone. The good thing about this is that they wasted so much production on faith that I can steamroll them even on higher levels. However I'm always left without a religion. Do I really have to turtle up for the first 100 turns and build faith districts everywhere to pull off getting a religion?