I encountered something strange, for which I have no explanation: one nation (A) had built the Statue of Zeus, and when I approached a city of a different nation (B), I met an Ancient Cavalry! These two nations are pretty far away from each other, so I'm quite positive, that it cannot have happened that B temporarily captured the SoZ town from A and lost it back after a couple of turns?!
I have made a save file from that situation, in case you want to look at it. For me it's no big deal, it won't have any significant impact on the game, I only found it very interesting.