AI civs are not earning Great Prophet points. I now have the only religion. Is this due to my difficulty setting?

I am playing as Phillip II, my neighbors include China and Scotland. I haven't discovered the other continent yet as the world has only entered the Renaissance. In other playthroughs, in Prince difficulty, I barely make it to the Classical era and all the religions have been established. This is my first time playing as Phillip, first time playing on Warlord (which might as well be Sandbox) and first time playing Gathering Storm. Is there a setting I inadvertently hit? I didn't even open Advanced Settings so Religious victory should be in play, right?