I've heard other people say this; in fact it seems quite a common complaint. Yet, it's some kind of bug, either with Civ 5 or Steam. The game should install what's on the disk and only then go online to download any updates/patches. It worked for me... (thank goodness, considering it took 2 hours to download the demo which is almost the same size as the full game).
On topic:
I prefer the landscape of Civ 5 to Civ 4 and find the ranges of hills and mountains are much lovelier, though I did have quite a few problems at first with moving units to the wrong hexes - the blending together can be a hindrance to play. The rest of the graphics, I'm not so keen on, but I rarely see them - I stick Civ 5 in strategic view as soon as possible to save my poor PC from triggering the motherboard temperature alarm.