I just figure the "Stop sending Missionaries/Prophets" demand is useless if some AI neighbors just spam them regardless.
Either a future patch makes it so the AI will adhere to this demand, or Prophets should be like Musicians, unable to enter Closed Borders.
At one point I was thinking of giving Great Prophets the "unwelcome evangelists" promotion like Missionaries have in my own mod; but I've refrained from doing so since it would probably cripple the AI.