Why Should I Remain Catholic

1a) The wealthier a province is, the more difficult it is to convert. Look at a correlation between the economic strength of a province, and that modifier. 1b) The "Local Missionary Strength" modifier is a natural feature of Sunni Islam, it reduces the effectiveness of your missionaries there by 2.5%, the stock strength of a missionary varies. You can see you bonuses and maluses on the religion tab.

You cannot remove the Local Missionary strength modifier from the Sunni faith outside of creating a mod for your game, so the only way you are going to even have a chance of converting Islamic provinces is with the Religious idea's "Divine Supremacy".

2) I would say the best way to convert Islamic provinces is to pour points into the Religious idea, and then starve them for wealth by supporting rebellions (which sap province wealth over time).

UPDATE: According to recent changelogs, the bugs regarding Legatus Natus and PrimasGermaniae are fixed in Patch 1.4

Here the old answer with an explanation of the bug:

I just checked the event files for both events (LegatusNatus.txt and PrimasGermaniae.txt).

They behave pretty much in the same way, so I will only write it up for LegatusNatus.

From what I can gather, Mainz gets the title automatically within one month:

# Legatus Natus
country_event = {
    ...    
    trigger = {
        papacy_active = yes                      <-- Pope must exist
        tag = MAI                                <-- This only happens to Mainz
        exists = yes                             <-- Mainz must exist
        is_elector = yes                         <-- Mainz must be an elector
        government = theocratic_government       <-- Mainz has to be a theocracy
        NOT = { has_country_flag = happened_763 }<-- The event has not happened yet
    }

    mean_time_to_happen = { months = 1 }

    immediate = { set_country_flag = happened_763 }

    option = {
        name = "EVTOPTA763"
        add_country_modifier = {
            name = "legatus_natus"
            duration = -1
        }
    }
}

And this is where things go wrong. For Mainz to get the title there is no need for a good papal relation, and Mainz starts out with a low one in fact.

However, the event for losing the title is as follows:

# Position as Legatus Natus Revoked
country_event = {
    ...
    trigger = {
        has_country_modifier = legatus_natus <-- Country must be legatus natus
        OR = {                               <-- and either of the following is true
            capital_scope = { is_part_of_hre = no } <-- not part of the HRE
            NOT = { government = theocratic_government } <-- not a theocracy
            NOT = { religion = catholic } <-- not catholic
            NOT = { has_opinion ={ who = PAP value = 100 } } <-- not 100 relations with the Papal States
            exists = no <-- Country not existing
        }
    }

    mean_time_to_happen = { months = 1 }

    option = {
        name = "EVTOPTA964"
        remove_country_modifier = legatus_natus
        set_global_flag = no_legatus_natus
    }
}

So within another month after getting the title Mainz will lose it again due to the Papal States not having an opinion of 100 of Mainz.

If that's no bug, I don't know what is.

I guess Mainz should either get good relations with the Papal States from the beginning or only get the title after they hit the 100 relations threshold.

Also the info text for losing the title is highly confusing. Nowhere does it say that you have to have good relations to the Papal States.