Why is a city owned by an enemy but puppeted by another enemy immediately annexed after conquest?

I got a very odd behavior of a Civ5 game.

I play Attila and at some point of time Poland and Shoshone declare war. Poland has conquered one Shoshone city some time ago.

So I go and take the Poland-occupied Shoshone city and it gets automatically annexed. I don't get a pop-up to choose - raze, puppet or annex.

Another situation in the same game/war:

Riga was my ally and it got conquered by Milan (ally of Poland). By the way this creates the funny situation that Milan is a two-city City State. I go and to liberate Riga but when I take the city, it gets automatically annexed again. No pop-up to liberate or anything.

I don't have any add-ons - just the standard game with all expansion packs and fully patched (automatically via Steam).

Any idea why?