How would you know Belgrade never founded a city there at any point in time before you discovered them? And maybe Panama "was" in the game but got destroyed already.
You're asking for changing stuff for immersion which is perfectly fine immersion wise. Where it doesn't make sense is in a game mechanic way - considering that however the game is required to create random "event" as if it didn't there often would be less dig sites than there are supposed to be on the map because not enough happened in your actual playthrough.
Just saying it isn't too elegant, but if you really care which civs/cs are involved in these, then it is (well should be) perfectly fine for you that there are some involved, that aren't on the map (any longer (or never were since the moment you started appearing on it)).