*insert wonder name* has been completed in a far a way land?

I agree. I think in previous versions it at least told you who built it if you knew them even if you didn't know where the city was.
 
You can still look up who built it, in Diplomacy > Global Politics. If you know the civ the wonder will be behind their name.
Perhaps it's a tiny bit confusing if you're not used to it, but I think it's okay. Certainly not a bug.
 
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