I think its a good move of the AI to target your holy city instead of spreading its religion to other city states. It happens to me a lot. If the AI converts your holy city to their religion, they are actually effectively spreading their own religion to nearby cities or city states. When they do that, your religion will be inactive for a few turns that gives the enemy's religion the right time he needs to spread his religion to your empire and nearby city states. It could be an annoying deed of the enemy AI but it is very effective to beat your religion in converting the rest of the world. I also noticed that Ethiopia is the most challenging religious competitor since he gains faith very early. He founds religion fastest than any empire. Once he establishes his religion and enhanced it, you might find yourself in a very difficult situation to repel his religious conversion of your empire. By the way, he likes to found Christianity.