World Bank Glitch?

So, this has happened to me twice now, the first game I played as Spain, and achieved my 20,000 gold and was ready to build the World Bank. I had a pop-up before my turn telling me I could build it to win Economic Victory. But it's not there. Not under Wonders, not buildings, not under units. And in the "Who's Winning?" screen it says I only have 7/8 economic milestones required, even though I have 20,000 gold. And the same thing happened to me as the Aztecs yesterday.

Do you have to spend a certain amount of turns on each milestone? Shouldn't the game recognize that you have 100, 250, 500, 1,000, 2,000, 5,000, 10,000, and 20,000 gold? This is very confusing and frustrating.