I've been confused with the wonders that can be build by unlocking Social Policy Trees before in BNW, but I'm pretty sure you have to open up Patronage to build the Forbidden Palace. I am playing a game on deity were I checked that no AI had opened Patronage, an started building the Forbidden Palace. About half way through Pocatello finished it. I checked the Global Politics tab again, and it stay says he doesn't have Patronage.