I don’t see a problem. In this case, I think that it is simply a case that lower zoom levels are not rendered immediately, and all zoom levels may have been cached in a browser. Waiting some time, generally minutes, but can be much longer, and refreshing the browser cache should cause the information to be displayed.

However, the rendering algorithms have to take account of lots of different competing information, and where the same space on the map would be needed for both, can seem fairly arbitrary in their choice of which to show. If you want a map rendering that prioritises places of worship, you will need to look for a specialist one.

Many features recorded in the map are not rendered at all, because they are not sufficiently useful to the intended use of the map (for the main rendering, that use is to aid mappers, not as a map for the general public). However places of worship are included in most renderings, as they are land marks as well as significant for their primary use.