Usually there's little reason to remove non-state religions from your cities. The possible reasons that I know of are:
- A city suffers increased war weariness if it possesses the state religion of your opponent
- For the purpose of religious victory, a city's population is divided evenly among the religions present
- Another civilization may get shrine income from religions in your cities (this doesn't cost you anything)
- Supposedly civilizations with Council of Esus state religion get visibility in all cities with that religion? That's something I heard on this forum, haven't actually tried it.
- You may want to control the religions your units spawn with. However as far as I know the only effect of this is to determine whether the unit becomes manes or angel when it dies.
On the other hand, it's often useful to have multiple religions in one city because that allows you to build the temple for each one (if you have the appropriate technology).
I might note that it's possible to use inquisition on other civilizations' cities if they share your state religion. This may be useful if you want to increase the likelihood of them keeping that religion.