It's a bug or a misleading description which affects many wonders.
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Amsterdam has Encampment district with Stable and Armory, Rotterdam doesn't.
- Terracotta Army: must be built on Grasslands or Plains adjacent to an Encampment District with a Barracks or Stable.
- Alhambra: must be built on Hills adjacent to an Encampment District.
There is no requirement such as "and the city where the wonder is built must have Encampment District".
Why Rotterdam can build Alhambra but not Terracotta Army?
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Other wonders bug:
https://forums.civfanatics.com/threads/1-0-0-167-wonder-adjacent-requirement-bug.622624/
https://forums.civfanatics.com/thre...uilt-in-city-that-doesnt-own-ed-arena.628246/
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Amsterdam has Encampment district with Stable and Armory, Rotterdam doesn't.
- Terracotta Army: must be built on Grasslands or Plains adjacent to an Encampment District with a Barracks or Stable.
- Alhambra: must be built on Hills adjacent to an Encampment District.
There is no requirement such as "and the city where the wonder is built must have Encampment District".
Why Rotterdam can build Alhambra but not Terracotta Army?
======
Other wonders bug:
https://forums.civfanatics.com/threads/1-0-0-167-wonder-adjacent-requirement-bug.622624/
https://forums.civfanatics.com/thre...uilt-in-city-that-doesnt-own-ed-arena.628246/