Duke of Marlbrough,
I can understand the situation when the AI switches to another wonder because another AI has built the current wonder. However, in the few cases I experienced, this was not the cause. In fact, in the most recent case, no other civs were building any wonder. It was just the Aztecs building the Pyramids. But they did switch from Hanging Gardens to Pyramids. (but both of them are 400 shields right?)
If I remember correctly from my previous encounters, there wasn't any wonder switching before it occurred. I wonder why I'm not getting the warning just before the wonder was built.