Actually a lot of this is intentional.
Hindu, Confuscian, and Buddhism are treated the same as "Pagan" religions by European powers - just as in EU 1.
Adding an extra slider would unbalance the religious tolerance - by letting people persecute more than they need. For example, Sunni nations have an extra slider differentiating Sunni from Shiite, but to counterbalance this they never get a slider for "reformed" (they just consider them protestants.)
You do, however, get different sliders if you play as one of the new religions. China, for example, gets a "Christians" slider, and uses the extra space to add confuscian and buddhism.