Was testing SGOTM26 and was asked to join a war against an AI, I accepted and then that AI asked me to join the war on their side! Never seem that in 003, presumably both requests were generated but the second one should have been cancelled when I accepted the first?
I believe that that's just how Civ 4 works. Each AI will get their turn and generate requests, then before the start of your turn, you have to answer all of those requests.
That's just how the game works in a turn-based style. It's not that, say, AI 1 plays their turn, you get to handle AI 1's requests, and then AI 2 plays their turn. Instead, all of the AIs play their respective turns, and they make their requests based on your status at the end of your previous turn. Sometimes, otherwise-impossible situations will arise, such as AI 2 making a request of you after you've already accepted AI 1's request to declare war on AI 2, even though you should technically no longer be able to talk with AI 2, but the request still gets made because it was made at a time in the past; it's simply the design decision that was made to avoid you holding up the other AIs from playing through their respective turns if one of the AIs were to make a request of you--imagine how frustrating the game could be if you had to keep waiting multiple times for the AIs to finish their respective turns due to having to handle a few AIs' requests every turn, especially on a large map or on computer hardware that was much slower than what you can play on today.
It shouldn't be too hard to set up... launch a BUFFY 003 game with a lot of opponents, with Lock Modified Assets turned off, and with New Random Seed on Reload turned on. Let the AIs settle their initial Cities, and then go into the WorldBuilder and force them into wars with each other. Set up some other situations, such as you having Alphabet (so that some AIs can Demand/Request it from you), you having Writing (so that some AIs can ask to Open Borders with you), and you having some duplicate Resources connected (say, two Gold Resources and you having Mining and The Wheel, so that AIs can Demand/Request the extra Gold Resource from you). Save your game, end your turn, watch to see whether an AI requests your help in a war, and then hope to see a request from the AI upon whom you declared war--the first turn after a war is declared is when the AIs have the highest chance of asking for help in the war. If you didn't see the desired requests, load your game and try again.
Since player order matters, put the following players at the top of the player list on the Custom Game screen, as they are more likely to ask you to join in on their war:
Catherine, Elizabeth, Kublai Khan, Saladin, and Suryavarman.
You are just trying to prove that ANY request/demand can appear from an AI upon whom you have already declared war due to the request/demand of a different AI who is earlier in the player order.