The slavery world view buildings are set to "never capture".
Please check your XML Assets/Modules/DancingHoskuld/Captives/Captives_CIV4BuildingInfos.XML. The first two buildings should have the tags <bNeverCapture>1</bNeverCapture>. If they don't then that could be the problem.
Please report back either way.
all <bNeverCapture> </bNeverCapture> are fine with 1
<bNeverCapture>1</bNeverCapture>