Clicking any of the Victory Conditions checkboxes on the Create Your World page causes the World Name to change.

In addition, none of the condition buttons will toggle (I assume this is because they are disabled, but I mention this for completeness).  Conquest is selected by default.  Rolling over the other three condition buttons causes the button to highlight with an X, but clicking on the button does not cause the button state to toggle (i.e. it is impossible to deselect Conquest or select any of the other Victory Conditions).