It is practically impossible to have anywhere 100% a single religion in real life, so why should it be so in the game?
I was kind of miffed that the game doesn't include any minor religions or the ability to change your state religion. I want a Calvinist Ottoman Empire or a Jewish Papal States or a Counter-Reform Catholic Sweden or a Muslim Spain.
I did that (Jewish Papal State) in Medieval 1 TW
Was rather funny.