Ok I have tried this a few times and I want to see if anyone else can recreate this. Ok This is what you need to do.

First look for an enemy nation that has a city basically built near a magic shard. Now when you find one, go kill their Sov. Next after their empire is destroyed. Go place your own city by their magic shard. Now try to cap it... and you cant...

Now I dont know if this happens when the enemy nation does cap their magic shard or doesnt cap it... Im finishing exams early this week so I can look more into this later this week.