There is NO PHYSICAL WAY that units can just "appear". If you want, you can learn Python and C++ (it's not too hard, with an IQ of 159 you should be able to do it in 2 mins), download the SDK, and look at the source code. Heck, you could even reverse engineer the exe and look at that code. However, you won't find anything about mystery units.
If you are so sure about this, delete all roads and other cities. Then see what happens.
If that doesn't work, attempt going into your Custom Assets folder. Do you have anything there? EDIT: Since you have Blue Marble, you will have something there. If you get to this step, cut the contents of Custom Assets into another folder, then see if this so-called action appears.
If that doesn't work, then make sure you're not accidentally running a mod.
If that doesn't work, then reinstall Civ because the files in your Civ folder have been messed with.
If that doesn't work, then you are hopeless.
