I noticed that some of the Sovereigns don't create a city and stay in one place. Had 3 do this in a game I'm currently playing. Two were custom made Sovereigns and Magnar (so?) Not sure if anyothers are doing it I don't have much of the map explored yet. It is on the large map with all the in game Sovereigns plus 5 custom Sovereigns to include the one I'm playing.
This is Version .77