Because a new empire with a new ideology, religion, occult magic fanatic obsessions and dictator-like rule wants it?

And what when modders add real unique citysets, like orc cities and undead cities..
How much sense will it make to have half of your undead skeleton empire's cities be green and happy Altar style (after conquest)?

This is a fantasy game about conquering enemies and converting their lands, not a democracy game.

About as much sense as flipping the entire visual style based on who controls the city.

In my opinion, this is actually worse than just an aesthetics issue. The real issue here is that you are also given direct control of their buildings to do with as you please. From a meta-game stand point, this makes perfect sense as you are the victor and you should gain control of your spoils. However, from a game standpoint, you now can have two of several key buildings which should not be allowed to exist together. For instance, it is possible to get over 100% drop in training time because one could simply take all the empire training buildings and add the kingdoms versions. The problem here becomes even more unfun for the mod community. Say a modder wants to add a one per city building to both the Empire and the Kingdoms. There is no good way to prevent a conquering Empire player from taking a kingdom city with this building and then building a second one of them, since the kingdom and empire versions are two distinct buildings. This means that every building made for the game has to be built under the assumption that two of them can exist at the same time in the same city.