Problem solved, i will copy answer from Pocus from another forum, in case someone else will need help (it works if playing on single player):

Access the local files of the game with Steam (right click on the game name, properties, local files.

Go to the directory:
\Scenarios\e550BCGrandCampaign ...

Hi,
Playing now as Carthage in DLC 550BC campaign. It starts as 1st level civ Monarchy. When I move to 2nd level civ it changes automatically to Republic. The problem is that it doesn't change capital building. I still have King's Palace in Carthage region, which after few turns becomes Abandoned ...