It seems nonsense to me. Look on google for images of some italian cities as Lucca or Sulmona or the same Rome. You will find pictures of aqueducts still standing till our days. Terme (bath) were simply something different from aqueducts
We haven't seen the Baths graphic in the game. Maybe it includes an aqueduct on its tile. There is a lot of things that doesn't make sense in computer games. Eagle Warriors in 4000 BC and Aztecs that are good early on is one of the strangest ones to me, but you don't see me (or anyone) complaining about that. Gameplay always wins anyway.