Well, Great Prophets are the only Great Persons that can ONLY be bought with faith. Every other Great Person can be generated either by the relevant Great Person Points (accumulated XP, in the case of Great Generals and Great Admirals) OR bought with faith (once you unlock that capability)--and, as you note, their GPP counters and faith counters are not linked.
Since Great Prophets only have a faith counter, you really can't compare GPrs to other Great Persons, but let's do it anyway.
The faith cost of Great Prophets (whether auto-generated or bought once you hit Industrial) starts at the 200-faith threshold, and then escalates by 100 faith per GPr generated -- 200, 300 (200+100), 500 (300+200), 800 (500+300). In my experience, the 800-faith GPr is usually the last one you might auto-generate before entering the Industrial Era. The costs of subsequent GPrs then continue on the same scale -- 1200 (800+400), 1700 (1200+500), 2300 (1700+600), etc. So, if you want to generate 6 Great Prophets, you're looking at an aggregate of about 8000 faith (ignoring the excess faith lost from the random pre-Industrial spawn mechanic).
In comparison, faith buying 3 Great Artists and 3 Great Scientists would also cost you 8000 faith -- 2 x 4000 faith (1000 + 1500 (1000+500) + 2500 (1500+1000)).
If you wanted to buy 6 of the same type of GP, the faith cost would be 23,500 faith -- 1000 + 1500 (1000+500) + 2500 (1500+1000) + 4000 (2500+1500) + 6000 (4000+2000) + 8500 (6000+2500).
Looks like Great Prophets are a bargain in comparison.