Sorry, but i still dont see any convincing argument that speaks for such a change.
The point is simply that PU partners are
not subject to the original country of the ruler. There is no such thing as a "lesser union partner", PU parners are not "subject nations" like vassals. The only reason why they are treated as such ingame is the fact that you cant play two tags at the same time in singleplayer.
PU partners are for all intents and purposes independent states with their own laws, structures, even parliaments. While the power balance between two states in a union was not always symmetrical - siphoning off money was something that did occur from time to time - , a PU could hardly be seen as a takeover by another country.
Having a PU over two monarchies often meant, for example, that these 2 states had different succession laws. When Queen Victoria inherited the British Throne, the union over Hannover ended abruptly because Salic Law precluded the succession of a female monarch. It is rather far fetched to assume that a grave change like a change of the state religion would have been easier to implement than a change of succession laws in the early 19th century.
Both Finland and Poland were de facto part of Russian Empire during that time. Although the tsar could've called himself grand duke of Finland or king of Poland, these "countries" were nothing more than autonomous regions, and representing them as anything more would be stupid.
Before calling someone or something stupid (heard of forum rules?) you might consider the logic of you own argumentation. If Finnland was merely an autonomous region or at the most a vassal, Finnlands state religion would have been
easier to change than the religion of a union partner. Even Nicholas II had to swear to uphold the special status of Finnland and its laws upon his coronation as late as 1896. While Finnland is by no means the best example it nevertheless reflects the rather tenous situation monarchs faced in a PU.