The way you are supposed to switch civs, with the convenient popup that allows you to do that.
Well, I wanted to play as the Arabs. I started the game as the Byzzies and there was no popup.
I don't do anything when you switch civs by cheating. Which means that when you use ctrl + z and Egypt's goals are failed, they were already failed before you switched.
No, whenever I use cheats to switch to any civ whatsoever, their goals are failed.