Annexing puppeted city's

[aimlessgun]

Unless you're going for cultural victory (then you'd probably stay away from annexing anyway), you shouldn't really need to get the last drop of culture once you get that +3 happiness from courthouses SP in autocracy anyway. If you're steamrolling through half the world, you probably will have enough of a tech lead to squeeze in a sydney opera house for whatever extra SP you need.

Is it just me or is the completion bonus for autocracy very weak?

That's the 20 turn buff to your units right? It seems fairly strong if you time it right...but timing it right might be a problem (could use Sydney opera house for that tho). And it's rare that you've been warmongering and still need it by that point. Maybe good if you chill out until the modern era, build up a huge army, and then unleash it on the world at the very end

 

[Civsassin]

It clearly works, but there is nothing in the Courthouse tooltip to indicate an increase in happiness.

That's because a Courthouse doesn't increase happiness. It decreases unhappiness. It's really a semantic difference, but "happiness" buildings actually add happiness.