I think religion was pretty strongly intended to be something that you would try to spread as far as possible. Nearly all the founder effects only benefit you by spreading to lots of cities. The religion spread mechanics all favor choking out other religions. Other than prophet blocking, I don't really find religion very gamey at all, the spread patterns and passive spread create religious blocs that gradually stabilize. This feels like real history. I much, much prefer the Civ5 style religions where by and large you have one religion or the other as opposed to Civ4 style religions where they could all just add up on top of each other. I think it is really much more fun (and mostly more flavorful) to have the Christian World vs the Islamic World vs the Hindu world vs the Buddhist world, with some fringe border areas like the Balkans where there is a mix. The mechanics just don't encourage/support a situation where lots of religions are present in lots of cities.