Most likely, they were approaching the 50 provinces needed for victory. Don't forget to check if they have any protectorates which would add to their total provinces. In my game, Carthage is a protectorate to the Ptolemaic Empire, which, needless to say, gives them a LOT of territories. If they need to take Rome to win, though, I think the urgency of the message is somewhat lessened, because the Ptolemaic Empire has quite a haul to make before they could take Rome.