RTO Question

[Draco Tanos]

My priest, Benedictus, is a noble of Perdan and currently is practicing in Clermont (a territory of Perdan).

Anyway, I get this in the region:

Things you can not do:
Claim region - you cannot declare a religious state where there is no government.

Is this popping up because it's a territory of my realm (and therefore is just a poorly/wrongly worded message) or is it due to a bug? 

Just want to check before I open a bug report on it.

[Bael]

It sounds like what a message for a rogue region would sound like. Can't say much more except for that obvious point :/