I often play Later era starts, and yes the starts have got problems, some of which are easily attended to, others which are well very difficult to deal with.
As one who sometimes plays Industrial and Modern age start, I can attest to the fact that they can be playable and pose a unique challenge to deal with, but are plagued by different problems depending on the starting age.
Depending on the start you can run into issues with AI and first turn crashes. If in a game you start with nationally limited units such as Great Farmers, its often just a good idea to disband such units, from what I have discover having the presence of such units persist comes with a high possibility of crashes in processing the first turn.
In addition the AI doesn't handle starting at later eras (especially Modern or later) very well.
Theres a few things you can do to make things start better
- Disable BarbarianCivs on Modern or later start. Often the barbarian cities that appear will quickly grow into minor civs then into proper civs which will end up gaining forces that are completely up to date technology wise, while starters will be still piecing together the resources needed. Especially in Modern Age starts and higher this is basically a death sentence under most circumstances.
- In later eras its often good to start with either Prophets (for the free priest in each city) or State Religion (for unlimited priests) if you choose to use the Divine Prophets game option which allows great prophets to found religions, if you want religion easily available to you. Also using Secular allows an event which can net you a free great prophet.
- Cranking up the difficulty of the AI higher than you usually have for normal starts for later era starts may compensate for the poorer job AI will do to begin with.
- Depending on the start, there are many buildings that my need very complex build lists to actually open up. This in particular plagues Modern Age and higher starts where most of the better buildings and units require a huge amount of other buildings to be built and resources to acquire. The good news is almost all things can be achieved with enough focus and knowledge.
- Yeah expensive fishing boats are a problem in later era starts, but there's ways to help out that. However you might not be building them straight from that start anyway, unless you have a mostly water map, lots of islands or lots of continents. In most cases this rule holds true: There is always a way, sometimes its not always clear
v36 in my opinion so far has actually made playing later era starts somewhat easier than they used to be.
While it is true later age start ups are not really supported by most, don't let it stop you from trying. You can play a successful game, although its not as easy and the AI will tend to be at a disadvantage. Also you do miss out on some of the content in doing so.