Okay i have to ask because this bothers me a bit now. Why does it cost 100000.0 Piety to demand someone convert when at the same time everyone not of your religion has a -30 Infidel Modifier? Is it supposed to artificially make the game harder? Same with the -15 Foreigner penalty, why would people in westeros really care that much about where you are from, or what you believe in? I could understand the foreigner thing, considering Dorne and the Tyrells, but the Infidel modifier makes no sense to me, at least not that it is that high. At least ASOIAF doesnt really seem to do the "religious wars" all that much.
So the question is, is it really intended to be that high and whats the reasoning for it?:O
While the religion and culture penalty things make sense, you basically answered your own "piety cost" question when you brought up how Westeros isn't exactly a center of religious tension. The cost is basically just a simple way to say "No conversion demands".