wrong trade route notification

[Schalke 04]

Problem:
I conquered a city. Next turn I got the notification, that a new trade route was established. I don't have any roads/harbours, that could connect this new city. A trade route is effectively not connected. I don't get more money, and the city doesn't have this triangle symbol.
However, I get the notification for a trade route.
I conquered some more cities later and got the same inappropriate notification.


Settings:
current patch
no mods
immortal, pangea, all standard


Attachments:
Screenshot from the turn where this bug appeared
Savegame from the turn before the bug

 

[Optional]

I can confirm.
What probably triggers the message is the route between Osaka and City State Kathmandu.

I once had a City State asking for a road. When I first laid the piece between a secondary town of mine and this City State, the game gave me a message that my town had been connected to my capital. There wasn't a single stretch of road between my capital and my secondary town yet.

The game's calculations were all fine, eventually I got my trade money and my City State reward at the right moment, not before the whole route was completed, it's just that the message was confused about what was connected to what.