Yes, it used to be a heresy until RoI. But when the decision was made to give it major religion status, then (in my opinion) it should be applied consitiently among all supported functionalites, including conversion. Anyway, I agreed with that there is no point to discuss it further, as it is just a single customer opinion.
Before Coptic or Ibadi was added to EU4 those religions were independent in CK2 but were still converted to Orthodox or Sunni. I am not going to treat Nestorian any different.
If you want it independent in EU4, complain on the EU4 team and it will be made independent.