Was it complete or in production? Capturing an outpost while an AI is building an improvement should cause the destruction SFX to play and the building will vanish (end of the turn usually).

this. it doesn't make sense and i'd consider it a bug.

the game "lags behind" in a lot of things. there's no shortage of stuff that doesn't work properly until next turn. like mounts and tireless march

Tireless march I understand (If it didn't lag out till next turn, you will see me abuse it by casting and dispelling, then casting again to gain infinite moves... With my infinite mana... Well you get the point.

That said, the visual part of borders should update quicker, and resources should flip quicker.

Sincerely
~ Kongdej