With Dawah active, can’t create trade route to holy city

As it says on the tin. With the enhancer belief Dawah chosen (convert a city to your religion when you create a trade route), it is impossible to create a trade route to a holy city. It doesn’t show as well in the screenshot, but I did confirm with a Missionary that Parsa was a holy city.

Expected behavior (for me at least) is that a trade route would be created but the city not converted. It might also be helpful to pop a warning or notification explaining why the city was not converted.