It's all in the title...if you don't prove the oblate spheroidness of the earth, your abstract trade ships may be blocked by ice tiles. It's not enough to build a harbor, there has to be an actual sailable route! This seems to get me on pangea maps especially. Often times, there IS a valid route, so it's not strictly necessary to sail beyond the edge, but it might be. EDIT: It seems I worded the title poorly...if you do not have a sailable route between 2 cities with a harbor, then they are not connected. There are fixes, e.g. road connection from harbor city to other harbor city that itself has a sailable route to the 3rd city, then they are all connected. Another fix is to circle the earth, assuming it will reach the other harbor. It's possible to build a harbor in a totally ice-locked location, however.