Should still be on the list. Maybe you mistook it for Belgrade or Bucharest or something. It's a gray-colored one, Militaristic type. No civ has it in their city list, Poland and Austria are the closest actual civs and they're confined to their borders, Mongolia seems to have a city list limited to modern Mongolia and a few surrounding areas, not encompassing the vast conquered lands of the Mongol horde (though I haven't dug into its cities yet, but the greatest chunk of its first part is all Mongolia), and really, no other civ has it covered. Huns are just Attila's Court, Rome and Byzantium use Roman and Byzantine names anyway that wouldn't replace Budapest (see: the Roman city of Mediolanum, most likely referring to modern-day Milan which is still a CS, though its usage in the Fall of Rome scenario for a much smaller Mediolanum in France has me doubtful), the Ottomans are by and large Turkish cities, and Greece only goes as far as Albania. Aside from those, Eastern Europe is a touch empty, and while Hungary is an oft-suggested candidate for a prime representative after Poland, it has so far not been added.
Might be something wrong with World Builder? Or more likely, just an oversight?