How do I defend against the AI achieving religious victory?

[Sava]

Pantheons won't do it. Proteus is right. You need either your own religion or someone else's.

Beyond that. You can do a few things to fight back. Attack their missionaries and kill them with military units. You need to be prepared to fight wars. Each time you kill an enemy missionary, that religion loses influence in surrounding cities. You can use war as an inquisition of sorts if the enemy is littering your lands with missionaries.

Surround your cities with military units. The AI can't convert what it can't get next to.

[Proteus_MST]

Take care that you get another civs religion (i.e. a religion that isn't the world dominant one)
and then build holy districts of your own in which you can buy missionaries, inquisitors and apostles,
so that you can actively fight against the other religions missionaries and apostles (anbd keep them from also converting half of your own cities)

[Sir Og]

How do I defend against the AI achieving religious victory if I don't have a religion of my own?

I just lost a game on deity because the AI somehow stumbled to religious victory.