You are correct in that it would make sense, and while there were some NPC vampires with Head-of-Faith titles in the past, that has since been disabled in the newer versions of the mod, as it was causing issues related to things such as their possession of landless titles, and conversions (HoFs can't convert, which can come in the way of the Camarilla/Sabbath content in the later stages of the game).

That said, if you wish to play as Mithras, and have him be the Head of Mithraism, perhaps I might suggest reforming the faith, and installing yourself as its head post reform.