It's not sad when you don't continue a game which become not fun. If you really need that victory you could always drop difficulty or modify it
If you play Emperor or below, I recommend setting this:
HTML:
<CityProductionNumOptionsConsidered>1</CityProductionNumOptionsConsidered>
<TechNumOptionsConsidered>1</TechNumOptionsConsidered>
<PolicyNumOptionsConsidered>1</PolicyNumOptionsConsidered>
on lower difficulty, so AI don't have big bonuses, but makes best decisions.