It's an issue of scale, really. I don't think there's any reasonable way to implement something that could be called "weather" on a scale of ten-to-a-hundred-miles to a side tiles and turns of at very minimum one year, and I would see larger scale climate as being effectively reflected in what the terrain of a tile is like. And various Civ games have done things with larger scale shifts, the various models for global warming, sea level shifts in SMAC and so on.
Obviously mimicking weather on a micro level where it changes each turn and varies from tile to tile would be extremely complex, not to mention quite demanding on your average consumer CPU. And I agree that the terrain is somewhat reflective of climate, but only marginally. But why not implement some basic things, like temperature and snow, which historically have been known to greatly affects wars in real life. Why not have it snow every once in a while in a broad region, and then create mobility and health penalties and a camouflage bonus for an army that's on the march? Creating a simple model along these lines can't be that difficult. You could implement seasons, where you have greater likelihood of snow or where forests and jungles grow quicker. It seems to me these things are too relevant to life to not TRY and program.