Civ's AI is not built to win. Never has been, throughout the series. It's specifically designed to role-play as a caricature of a world leader and allow the player to exploit it before inevitably losing.
It would not be very hard to build an AI that actually plays to win and presents a real challenge to the player. The problem is that players would complain even more! An AI that plays to win is not a reliable ally, let alone trading partner. Against such an AI, the player would no hope of trading technologies for an advantage: the AIs will have already traded them all. The AI would also use every possible treaty to build up its forces and only launch the surprise attack when it deems it can hit with overwhelming force.
I have seen such an AI, actually. It was created by a modder for the game Master of Magic [1]. It makes the game incredibly difficult while at the same time cutting down on the cheating. It does so by incorporating the modder's extremely detailed and extensive knowledge of the best strategies in the game. It does not need neural networks or machine learning to accomplish this. It just implements a good old fashioned expert system.
[1] https://www.realmsbeyond.net/forums/showthread.php?tid=8246