First of all while while the player may control both characters (the recently dead religious leader and the new leader) in game they are different people and second it's not the leader who initiates the veneration but other relatives. The leader either accepts or denies the request.
Yes, they are different characters, both controlled by the player. What's happening is a conflict between time of death for a character and time of acceptance of the new character for control, and this conflict causes the decision to name your previously controlled a saint never to fire for the new player character.
You can never name yourself a saint.
I know, it sounds ridiculous and unfair. They're different characters, I should be allowed to choose whether I'm (in my previous character) venerated or not. But listen to that. That's just cheese, plain and simple, and all the arguments devolve to wanting to cheese the system.
You can never name yourself a saint.
Never expect it to be changed.