Probably one of the biggest flavour fails I think is some of the handling of certain buildings being built outside of the city center and in the districts, and in turn I wish they could spice this up a bit.

One of the biggest of those is how I feel, combined with the general problem of getting locked out of founding a religion making holy site districts not as big a priority, is that to get the most out of a religion you need to have holy sites to build worship buildings. The way I see Holy Sites is that they're specifically significant places of worship in the early days, and represent these sort of central places to the history of human religious observance and the development of specific religions. However, people still build places of worship outside of these significant locations, often in a very central location to cater to the populace of that religion. The idea that you wouldn't build a mosque or a synagogue in a city just because its doesn't have a significant holy place seems off to me. Changing worship buildings to being built in the city center, and instead adding a different third tier to holy sites makes a lot of flavour sense to me as well as giving another mechanical benefit to adopting a foreign religion. Its most glaring with Kongo, as if the Kongolese dont have places of worship at all, meanwhile

Obviously this could also be fixed by letting Kongo build Holy Sites but not found a religion but eh, I still feel I dislike the way Holy Sites are set up to concentrate all of religious observance into one district. I feel to a degree this can be applied to the way all districts work but it feels most off with holy sites and the mechanical set up with how religion currently works as well.