Breaking News: AI unit changes nationality!!
At Emperor level I'm on a huge continent with the French, and lucky enough to wipe them out in 10 turns. Predictably, the blue civ is restarted nearby, and four turns later I've found Berlin and destroyed it. Next turn one of my archer units finds the new Viking settler and makes contact, though of course the Vikings won't build their first city with my unit already next to it. Fed up with the prospect of hunting down blue cities for a millenium or so I pursue the Viking unit until it's stuck on the coast and trapped by my archers. I leave them like this whilst building about 20 cities, until around 600 ad. This seems a pretty sound tactic to me.
Then, amazingly, the distant Aztec civilisation splits in two, and "when the dust settles" the factions are Aztec and German! I suddenly find that the Viking settlers have become Germans, and I have to bribe them in order to keep the continent free of aliens.
Clearly, if a civ does not build its first city, it does not count as being built yet (the finishing graph backs up this theory)so those first settlers are never really "in the game".