Personally the idea that things may not be the same as I left them is one of the things that I find atractive aout the game. It lends to the realism of the game.
Think about it like the real world. I watch the news at night and everything is fine. I wake up the next morning and find out that some country invaded some other country.
If the game saved like you suggested it would not be too difficult for one empire to completly crush the others.
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