If you plan on conquering 60 percent(or all) of the world, having the other guy be mollifed with your religion really helps - until you want to pound him into submission.
By that time, more than likely he will have built a temple and monestary and maybe even a mandir for you... Which makes it an extra bonus on an already sweet victory.
You can't capture monasteries, temples, and cathedrals/mandirs/etc. unless they are diplomatically given to you or culturally annexed.