Again, maybe should be in the bug report forum, but why would the leagues form while no one actually joins the protestant league. There is 1 protestant elector; Bohemia that is in a war together with me. Once the war is over, Bohemia will probably break alliance and join the league and all, but it makes no sense these leagues form without any elector joining it at the start. Screenshot was taken about a month after the leagues formed.
edit: according to the wiki, the league is supposed to be "created and headed" by an elector. No elector ever joined the league. Bohemia is still the only protestant elector and for some reason did not break the alliance. They have been at peace in the meantime. Amount of trust with Bohemia: 60.