Oh, this is very, very lame - just built an Imperial Palace as Macedon, and there is no sign of the upgraded armoured generals' bodyguards. New generals, and old generals retrained at the city with the Imperial palace, come out with the crappy old bodyguards. So it looks as if other factions' development in generals' bodyguards is dependent on SOMEONE ELSE (i.e. the Romans) building an Imperial palace in Italy. And since I've conquered the whole of Italy, they ain't going to do it.
Has anyone experienced any different?