hello.... that's a wish, of what a global religion would allow, not what happens now.
they can't emigrate as is because they have to flip out to another class before they can do so. (which is kind of stupid, albeit understandable given restrictions)
it might not be possible atm because the game doesn't know anything about it, that does not mean it should not be explored. if the infrastructure is there, then it would be possible. assuming it's desired at the end of the day.
i think a priest (founder no less) got deported in an earlier invasion. in any case, it would be something possible, if there's a framework for global religion.