Auto-annexation is part of the pop-up suppression bug
Yes, this is still present. It occurs on occasion when you hit the F6 key to open the tech tree. It used to be for all the function keys. Now it is limited to just F6 (in my experience).
When pop-ups fail to pop (i.e. ruins reward messages, barb hut gold, etc.), hit F6 to open the tech tree. Next, manually close the tree with your mouse by pressing the close button in the bottom-left corner.
All suppressed pop-ups should now pop at once (if multiple). If a city has been auto-annexed, you may still raze it (or puppet). Until you select an option in the city-capture pop-up, it is placed in "limbo" where it acts as any other annexed city, but does not contribute to a culture increase. Culture games are not ruined, although you may still reload if you don't trust me on this.