Generally, that means that the mod in question didn't set up its VFS correctly. If it's a mod you made, then you have to go into the Properties tab for each .dds file and change "Import into VFS" to TRUE for .dds files, or any Lua (or non-gamedata XML) that entirely replaces the vanilla game's existing assets.
If the civ in question is part of some official DLC, then this shouldn't be happening unless you're using a mod that incorrectly modifies that civ.
If the civ in question is some player-made mod, other than you, then they screwed it up. You can edit the .modinfo file and set "Import=1" for the files in question, but that doesn't always work well. You might just be out of luck.