Why can't I destroy all cities of a nation or take more capitals?

[TheWonderer]

I am running into this issue where I'm attacking with my combat units getting a city down to zero health and I can't take it. I nearly destroyed my army one time attacking a dead city. Could someone guess or give me some possible reasons why this is happening? I really do not understand what's going on but it could be the number of cities under martial law right now. I am playing end game so I beat the game just trying out the best units to see what I want to do next round of gameplay. Thank you!

Are we capped with the number of cities we can own? I apologize if I missed a game mechanic early but I never took this many cities in any civ game so please be aware of that!

 

[Ryika]

Only Melee Units can take cities.