If you're going to question the Dutch being in Africa and all these other historical inaccuracies. Why not question that you can basically live forever and the world ends when you take everyone else's capitals?
PLEASE BUILD SHRINES!! See your faith points at the top? They're the new (religious) currency alongside gold and culture. You're well behind because other civs have been working on this, but if you build shrines in all your cities now you can quickly generate a ton of faith points which you can use to found your own religion (which you design). This will give you perks and allow you to send out missionaries to convert other civ's cities to your awesome new religion!