I've noticed that the Wizard sovereign gets at least one instance of unavoidable threat that others can weasel out of, in particular:

Conversation - "I Am Concerned" (triggered by founding a new city)

Wizard response: Our people desired a new field to tend... (Resulting in +1 threat. All other options are the same or worse.)

Everyone else: The other remnants are encroaching... (Resulting in no threat.)

Also, the "The Shards Are Mine" conversation (where the SK comments about you making so many shard shrines) only seems to come up on the Wizard...I've never seen it as another sovereign. That results in either +1 threat or +10 doomsday that no one else has to deal with. Not sure if these things count as bugs or not, but I'm noting them in case, since I noticed them while trying to get my last sovereign achievement.