Exact same thing happened to me in my first "real" game where I set the # of civs at 18. Right at turn one (4000BC), before I could even click on my unit, there was this message. It comes up every turn also. Yet, like your game, there is no evidence of anything happening.
Interesting but this was precisely the first note I wrote in note pad for my own CTP2 review. Despite that, the game has me very interested and I think some of the added features are really quite value-added.
I think this is going to be a much more powerful "mod platform" than the original. Just wait and see... in a few weeks, wizards will be peppering the board with downloads to delight your holiday gameplaying.
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'Blood will run'