Can I just point out that it's not a memory leak.
Civ4 and Civ4 Col work by using what's called LISTS in programming. Basically each category of object is in a list, players, plots, cities, units, buildings, etc.
Throughout the game these lists are fluid. IE: build a unit, the unit list gets 1 item longer. By end game, you'll have heaps of cities, heaps of improvements, hundreds of units, etc etc. Each item is stored in a list. The catch with lists is they don't flush until you deregister the list array, which in the case of Civ4 and Civ4 Col is when you close the game.
BTW, this is not a strange method for a game. Most games utilise lists. Just not many games create lists as long as Civ4s.