Yeah, I've been dutifully playing the religion game in Exploration, but it's not my favorite. I do it anyway because it's how you reach the cultural and military golden ages (it's very possible to ace Non Sufficit Orbis without ever getting into a war!) I've been rushing Piety and Theology there to lock down the +2 relics for first conversion of a City State bonus (in my experience the AI never tries to convert them, at least at the lower difficulties), Tithe, and the one that automatically converts your new distant lands settlements (this one will usually time out to fire after I've settled my first distant lands town, and usually right before my second one.)
It's wild to me that there's no Relationship penalty to spamming missionaries at your neighbors, but that's where we are right now. Also, is it just me, or can you not convert a rival's holy city? (Not that it matters, since your missionaries will always be of your own religion regardless of the prevailing religion of the town in which you spawn them.)