Comrade Celenduill,
I suspect because you have inadvertantly stumbled onto an "Easter Egg" in the game. An Easter egg is a generic term used to described hidden surprises in software. Even Windows has them. Sometimes they are neat, sometimes there stupid but they are little surprises the programmers put into the software.
To learn more about your particular situation goto the Civ Fanatics Main Page and type Elvis in the search box at the upper right of the page. Make sure the option below is set to search Civ Fanatic Center then click go. You will find this brings up several people who have found Elvis by chance and how it happened. Then it should be a matter of simply backtracking to find out how to put the King to rest again.
If that fails you can try editing the new Elvis icon that now appears in your units file. Failing that write Infogrames Support and they should be able to tell you how to make Elvis "leave the building".
Your Comrade,
Vladimir