Nope, in this case the AI does cheat. I was playing a game this weekend (Emperor, huge map) where I decided that I wanted to get the pyramids. So after having my capital produce a three warriors, two settlers and a temple I started building the pyramid's. With three turns to completion the Greeks beat me to it, the year was 900 BC. Ok, I'm ticked off, so I decide to do little test, I reload at 3400 BC, and change the strategy. My capital only produces a warrior, settler and a temple, and I maximize production/population at my capital. Guess what, the Greeks beat me to it again, this time with two turns to go, the year was 1450 BC. I had no contact with the Greeks when I started this project, how did they know to start even earlier than they did last time?