The signature is applied based on where you find the link to start the message. If you go from a guild or religion, it knows to use the guild/religion title.
However, once that message goes out and comes back, the game does not know that the message is a religious/guild message. All it sees is a message from Frank Kepler. How is it supposed to know that this is a religious message? That's why it defaults back to the generic realm titles. If you would like it to keep using the religious titles, you'll need to go back to the religion message options and start a new message from there.