I keep getting notifications that an ally has forgiven the grievance that I am "oppressing the faithful", but my religious civics are anything but oppressive. I have taken open-minded and untaxed minorities as the only two civics that have anything to do with other faiths. I also have multiculturalism, so it can't be that I am oppressing their cultures either.

I got this too. From what I understand it has to do with your vassals, anyone in the vassalage line has the heretic casus belli, everyone gets it. 

I had no vassals, only allies.

Wait, did it say that you were oppressing the faithful? I think that's someone else's casus belli then. They get it because of your state religion being different, even if you have open-mindedness and the like. It's their justification, not that it's true. I agree that this should be tweaked, but it is the reason one would select the religious hostility civic, so I don't know.