Historical victories that make no sense

i think that some of the victory conditions are definitely references. i already mentioned aztecs in 1820, so i'll go with ethiopia next.
there are definitely pagan and animist religions in ethiopia, but other than that, they never really cared much about founding religions. either rhye just felt like making ethiopia that much harder to win as than it already was, or that condition is probably there as a reference to something. according to legend, ethiopia was founded by solomon's son he had with the queen of sheba. also, a bunch of jews supposedly escaped there when their kingdoms got invaded. as someone else mentioned, there's the rastafari religion, but that was founded in jamaica.
the other two conditions are probably references to how ethiopia always been so hard to conquer and there were just too many "never lose a city" conditions already. islam spread to a huge portion of africa, but ethiopia was able to hold back the muslim hordes for the most part. just before 1500, spain started building its empire. the other year when you don't want europeans in sub-saharan africa is around the halfway point of the two wars it had with italy.

tl;dr: i think that ethiopia's historical victory conditions are probably references to menelik i and historically stubborn defense.

I think you're right on the money here - the religous condition for Ethiopia is important as as the Ethiopian Orthodox Church and its legendary ties to the Queen of Sheba are a strong part of its national identity - the story of Solomon's seduction of the Queen of Sheba only occurs in the Ethiopian tradition and not in the scriptural cannon of any other Abrahamic sect. Rastafarianism and its strong ties to Haile Salassie also highlight Ethiopia's importance in sponsoring "unique" religions. However, the best ways for RFC to pay homage to this religious significance are either to spread religion or to found it. Given Arabia's refusal to open borders, spreading religion isn't much of an option for Ethiopia (plus Christianity already spreads to most of the world with ease), so founding one is the best option.

As for the colonial goal, it makes sense for Ethiopia while not making sense at the same time - the core lands of Ethiopia remained sovereign and resisted colonial rule, but Abyssinia did in fact lose lands to Euro powers like France (Somiland/Djibouti), Britian (Sudan) and Italy (Eritrea). Ethiopia went on to host many African-oriented political and economic organisations, chiefly being the seat of the African Union. The AU's peacekeeper faction - The African Standby Force - is also headquartered in Ethiopia. All these factors combined see Ethiopia as sort of an "older brother" figure for Africa to guide it and protect it. This is why the Euro-free Sub-Saharan Africa goal makes sense, as opposed to merely keeping the Horn sovereign. Rhye's goals are seeing Ethiopia representing not just Ethiopia, but also Africa as a whole.

I think all the UHV goals make sense when looking at the broader picture and not just on what a civ actually did or did not accomplish in a strictly literal sense. (Plus, like the wiki says "For the most part, each civilization has two goals which they actually historically achieved (such as Spain conqurering the Aztecs and Inca) and one that they attempted (such as Germany winning World War II)." - not every goal was actually achieved, but was attempted.) Besides, not every goal can be accurately represented in the game (IE - the Ethiopian Orhtodox faith is not a Civ 4 religion, but generic Christianity is).
 
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