It's a bug - likely related to Trader units. During my first game, I noticed that bug only started when I first built a trader in the late game (yes, I spent the majority of the time without a trader, Rome has no need for such silly things as trade).
In my second game, I needed traders much sooner, and I payed attention if that triggered the strange icons, and sure enough, after selecting the trade unit, that icon got all messed up.
In trade units, you'll notice that the first icon is the icon is the civilization the trader is going to. After first selecting a Trader unit, that first icon gets all kinds of messed up.