Thanks for the hints and the Patch.
Since I did not want to jeopardize my system integrity (by disabling SIP to alter the contents of the /System/Library directory) just to play an old game, I decided to install the missing framework files into /Library/Frameworks/Python.framework/Versions/ and to patch the hardcoded path in the Civilization IV executable.
I used a hex-editor ("0xED") to locate the string and change it (there are 2 occurences, overwrite the old string and zero-terminate it, leave the remaining part of the old string in place, do not shorten the file!). It works like a charm.