I had a simillar bug yesterday. I've been playing a regular game as Venice (no mods whatsoever) since last wednesday. In that game, I declared war on Greece and took two of his coastal cities: Knossos and Corinth (which had the Forbidden Palace). I couldn't puppet them, they were automaticaly annexed. No options to chose from, it just became an occupied city in resistance for X turns. That happened on Friday. Yesterday, I kept playing the same game and went for a Domination victory, so I declared war on Portugal and took some cities: Goa, Coimbra and Lisbon were all puppeted. I had some options to chose when I captured them (Puppet city, Raze city, View city), but I couldn't annex. The rest of the game happened normally. I thought they've had fixed this bug already? I actually wanted to pupper those Greek cities because I was building the Ironworks at Venice. Well.