You're right. I reloaded to check, and it appears I've never sent a unit to London. I had assumed that the 'top 5 cities' screen would show all cities upon winning the game, but that's not the case.
Here's another screenshot (200 kb) :
Monty knows that if you want something done, you'd better do it yourself. So he got into his royal golden transport and set course for the Taoist city of Kumbi Saleh which had been under siege for years. "But sir," his adviser exclaimed, "their longbowman is too strong! Please, take a gunpowder weapon, or at least something with a sharp edge!" "You doubt the power of my blunt piece of wood?!" Monty yelled, as he hit the advisor on the head. "Prepare the hovercraft, I'm making an amphibious landing."
Meanwhile, in Kumbi Saleh...
Mansa Musa: "Longbowman, what can you see? Are they sending in the fighters again?"
Longbowman: "No. It appears to be some sort of furry with a cricket bat in a hovercraft. OMG, it's Montezuma himsel..." <dead>
BAM! World Domination. And Monty? Barely a scratch.