What happens if your cities start following other religions?

In some games especially the late game my religion will get wiped out by another more dominant religion after i've already gotten all tenets. What happens if I refuse to get rid of my state religion despite the fact all my cities have converted? Is there a penalty or can I just no longer spread it. Is there a benefit to spreading your faith past when I've unlocked all tenets? All the guides on line discuss the mechanics for spreading religion but never explain the purpose past gaining tenets.