Today is your lucky day!
I wanted exactly the same - I am playing European maps too, and so I had to create a mod that removes non-European and adds European City States for your European map!
My mod deletes all American, Oceanic, Asian and African cities, and adds European, Northern African and Middle Eastern City-States to the game.
So each time you start a non-Scenario game, you will have the City States already named properly, with their proper architecture, etc!
What my mod does:
a) Deletes the following 24 city states which aren't fitting in an European Map:
SYDNEY
QUEBEC CITY
MONACO (MONACO is an European city but since there is the nearby city of GENOA which, historically, was more important, MONACO is removed)
KATHMANDU
HANOI
LHASA
ALMATY
KUALA LUMPUR
SINGAPORE
RIO DE JANEIRO
CAPE TOWN
SIDON (Because it was not as important as the nearby cities of ANTIOCH and DAMASCUS)
TYRE (Because it was not as important as the nearby cities of ANTIOCH and DAMASCUS)
CAHOKIA
COLOMBO
HONG KONG
JAKARTA
LA VENTA
MANILA
MOMBASA
YEREVAN (Because the map of Europe does not extends that far East, into Armenia. But my mod adds the Western Caucasian city of KOTAIS)
ZANZIBAR
VATICAN CITY (Because the city of ROME is of bigger historical importance than the VATICAN, and also serves as capital of Roman Civilization)
VALLETTA (Because the nearby Sicilian city of PALERMO is more important both culturally and historically)
And my mod adds the following 24 cities to the game:
ANTIOCH
NAPLES
COLOGNE
AUGSBURG
PALERMO
RIGA
POLOTSK
KIEV
TRIPOLI
CYRENE
ALGIERS
GIBRALTAR
GDANSK
SEVILLE
GORDOBA
TOULOUSE
KOTAIS
CHERSON
BRAN
SOFIA
TREBIZOND
NOVGOROD
ICONIUM
BECHAR
If you like to try my mod, just let me know and I will upload it.