Didn't you get a message a while beforehand warning you that the Celts were close to achieving victory? I seem to remember getting that a few times, but I've never seen an AI faction actually win outright.

I'm especially surprised that it's the Celts, since in my campaigns (with the obvious exception of my Celtic campaign) they never seem to do anything - they create a large full-stack army and sit it just north of the Caledonian border for the entire game.

Antagonist