One does not need to wait for the next turn, it often helps to select another city, group etc. I do not know what exactly triggers the update of the screen image, but it is definitely not up to date at some points.
On the other hand, the problem is not only visual. I have observed the following (which, unfortunately, I cannot back up by a savegame or screenshot):
- Spurious unrest in a city because it claims not to be connected to the capital. (I even believe that this was correct.) But it was contiguous during the turn before, later in the same turn, and during the turn after that. This happened several times during a game while absolutely nothing changed on the map (meaning that my zone of control never shrank at all).
- A resource at the edge of a wildland going in and out of my zone of control several times, losing the improvement in the process. It was at the edge of the map far away from any enemies, my nearby city grew continuously towards the resource and, again, there was no conceivable reason for this behavior.
- An improvement lost because the controlling outpost was reattached to a newly founded city which was closer than the one originally building it.
Here is one that I can actually prove: I could not build an improvement on a dragon cave during the turn which brought it under my control. The text said that I needed to research some technology (Dancing with Dragons) first - which I already had, and it wasn't my first dragon camp after all. Screenshot: https://www.dropbox.com/s/dltonfrcqnipmco/2013-01-01_00001.jpg; savegame (which, it seems, I cannot position onto that part of the world - it's at the right edge in the middle): https://www.dropbox.com/s/wfduztddkowe8d7/dragon_camp.EleSav. I received the usual message at the start of the next turn saying that a new resource got into my zone of control.