Regardless of religion, all religious buildings provide a morale bonus that the horde gets when they emerge. So, if you have a ribat in Khazar when the horde emerges, they get the +2 morale on all their emerging troops. Even if you smash the horde and prevent them from taking khazar, the emerged troops get the morale bonus.
Usually, when a faction from another religion takes a province, the first building to go is the religious building. Pagan factions sometimes do not pilage a religious building. I've seen one of my orthadox churches survive a horde victory.
EDIT: same applies to rebels or other emerging factions in any province. That said, if you see a faction re-emerge in your province, it's already too late to deny the bonus to them. You know when the horde is coming, so you know when to destroy your buildings.
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