Yeah, the issue is that after you capture another city, you no longer have a majority religion. One of your cities has a pantheon with God of War while the other has no religion. Personally I would like if it conquering a city with no founded religion while you have no founded religion spread your pantheon there.
In the meantime, you can get your faith on kills back by founding another city.
In the meantime, you can get your faith on kills back by founding another city.