Opening Gambit

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There are nations where the best mage costs greater than four hundred gold. Also, you may want to build up your army on turn one, to get a jump on conquering provinces.
Finally the best reason to get a prophet so early on would be to spread dominion. To do so early on would mostly just be useful on small maps, as on large maps you'd have plenty of time before getting swamped by sacrifices or covert preachers.