Did you by chance install the program inside C:\Program Files\ or C:\Program Files (x86)\ ? If so, my guess is that you're having issues with something called UAC Virtualization, which is invisibly redirecting data files from your program to someplace like C:\Users\username\AppData\Local\VirtualStore\Program Files (x86)\appname\. If the game is working normally, it's probably not critical to reinstall, but the best solution is not to install any version of Civ 2 into those "Windows-controlled" directories. For example, I created C:\Games\ and installed it beneath that (C:\Games\Civ2MGE). You can probably google "UAC Virtualization" or "VirtualStore" for more info.
I could be wrong and you're having a different issue, but I know this has tripped me up in the past with other older Windows programs.