OK, England has been eliminated (all cities captured) so they can not come back to restore the Religion. However, London is still shown as the Holy City for Confucianism, there are two cities & two City States which have a majority of citizens following Confucianism, and are therefore shown as Confucian Cities, and I counted at least 8 Cities or City States which had 1 or more followers of Confucianism. So the Religion did not die when the English Civilization was destroyed.
Obviously, the Founder Belief for Confucianism is no longer valid, as the Founder has been destroyed. And whatever Pantheon England founded is no longer valid. Perhaps the Enhancer Belief is no longer valid as well, since only the Founder can enhance the Religion.
However, per the game manual, the Follower Beliefs are supposed to apply to any city which has a Follower of the Religion, and although there are 5 Confucian Cities and multiple cities with 1 or more Confucianism Followers, the Follower Beliefs are not listed in the Religious Overview Screen, and Confucianism still exists in this game world, but is not listed as a World Religion on the Religious Overview Screen.
Perhaps not a Bug in the Religious system per say, but IMO the Follower Beliefs should still be listed on the Religious Overview Screen, so perhaps an Error in the way the information on the Religious Overview Screen is displayed.
Screen shots attached.