Mongolia randomly converted to Taoism. What happens to Genghis Khan?

I am playing a Han Chinese character in the 867 start. My faith is Zhengyi Taoism, which was almost nonexistent at the start. I have since created a head of faith, founded a holy order, consecrated my bloodline, and spread the Zhengyi faith throughout the country, but it still remains nonexistent outside of my realm.

That is until I was looking at the faith map and noticed a few counties in Mongolia changed to Zhengyi. Apparently the Khan of Mongolia, his entire family, and a bunch of his vassals have all collectively decided to convert to Zhengyi and spread the good word. I don't know how or why this happened, because I have had no contact with anyone in Mongolia. They've even been hiring my holy order.

My question is, what happens to Genghis Khan if they fully convert? Will the Mongol Empire still spawn?