Elemental Forums
So, I am playing on a high difficulty setting, and someone builds a merchantcross bazaar long before I can even attempt such a thing.. Later, that faction is destroyed. Later (I think) I research how to build such things.
Now I own a city that has a merchantcross bazaar and in other cities I have the option of building one...
There are one-per-faction buildings. You can only build one, but if you conquer another city with it, you will have 2 (or even more, eventually) one-per-faction buildings. I don't see it as a bug...the solution would be to insta-destroy the buildings that exceed, like, for example, the scrying pool (it's insta-destroyed if you conquer a city and you don't have Enchanters) but....who wants that? 
About the wonders, I guess it follows a similar mechanics. They can be seen as one-per-game buildings. If they dissappear because the city is razed, then I guess the game allows to build it again. Is it a bug? IDK, but I would say that it isn't. It seems a way to protect the possibility of constructing these special buildings along the game, but there are collateral effects...
Imagine the opposite: you have a one-per-faction building and your city is conquered by an AI. Do you feel like you can't build it again? That you're only chance is to re-conquer that city?
Discussion is on the table
If I read the OP correctly, he already has a Merchantcross Bazaar and is being offered the option of building another in his other cities, despite it being a one-per-game building. If that's accurate, then this is definitely a bug, as the existence of one Merchantcross should preclude any attempt (by any faction) to build another.
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