I have noticed that the junior partner in a PU can be banned by the Pope, resulting in conversion, without the senior partner having any effect. This makes no sense, since the ruler is the same person, leaving you in a situation in which the monarch is both Catholic and Protestant depending on where they are. There should really be a check on any conversion event that prevents it firing for a junior partner.
Also, logically: If a Catholic monarch inherits the throne of a protestant nation(or any other permutation thereof), that nation's state religion should switch to that of the senior partner(since the state religion in a monarchy is the religion of the monarch).
It would be one thing if there were an 'enforce unity' diplomatic option, but there is no way to get them back, and it happens alot: 3/4 of my PU partners in my current game.
Note: I'm only talking about the state religion changing on PU, not province religion(which shouldn't change unless through missionaries as usual)