I've been able to do this forever and only just occurred to me that it probably should be reported and looked at.
When I've burned down an Enemy Sovereign to it's last city, I'm greedy so always want to capture the AI city as well as the opposing Sovereign.
This works every..single..time..
Build a Pioneer and park it 3 moves out from the city. Often, just the Sovereign (usually alone) will come out to kill the Pioneer leaving the city wide open for conquering leaving the Sovereign alive outside in the field. After the city is taken, "talk" to the Sovereign and force him to Surrender.
Of course, having to exploit wouldn't be necessary if the opposing sovereign's cities wouldn't auto-raze when it surrenders (the auto-raze is really stupid btw). Those former cities should just become Independent rather than be razed. Different topic for a different thread though..