How do I destroy Papal States?

[Myth]

I am playing with England.
I have all cities in the game.
I have no priests remaining.
I killed the last pope.
They weren't destroyed(When u click on Pope page, it just shows that the papal state place is vacant or something).
Conclusion: I played 120 turns for nothing :C

Is there a pope to give you orders or excomnnicate you? No. Do they have territories? No. They are effectively destroyed then.