I'm not sure if this is a bug or not, but I've never had this before. The update before the current update last night, my religion had changed to mixed. So I changed it.
The next update, my religion changed again, and I can't change it, lowering my happiness.
National Religion:
Mixed (Next Available Change 10/5/2007)
Your people approve of this national religion but the majority of your people would prefer something else. They do not believe in a single God but instead believe in oneness and freedom from personal desires.
National Religion:
You may change your National Religion once every 3 days. Mixed - You recently changed your national religion and must wait until 10/5/2007 before changing your religion again.
I'm not sure if teh timing issue is a bug.