I really wonder why Civ doesn't have this. Seems most games do, in the RTS genre at least. The AI will realize you're superior and that they don't stand a chance and either just surrender outright (Age of Empires II-style) or give you a dialogue box where you can choose to accept victory or play on. Civ4/FFH only has the option to resign or quit, which don't record your game as a victory in the Hall of Fame.
They do - they are the conquest and domination victory conditions. The issue is whether they are too restrictive. However, in regular Civ, you have to be more careful (because the computer AI is better at the unusual victory conditions). I remember one game where I was going to declare myself the winner and Korea won a cultural victory.
But I think the main reason, to be honest, is that getting the victory cutscene and going into the Hall of Fame just aren't the highest priorities; we can still declare ourselves the winner. Most people who do worry about the Hall of Fame have plenty of victories there anyway.
It comes down to focus. If Kael came back and declared he had time to spend on FfH, there are still a lot of other issues (at least I would prefer) to focus on first.
Best wishes,
Breunor