This mission also requires that you:
1. Build Patrician housing as well as housing for your Plebs and Equites.
2. Set up trade with Caralis
3. Build both an Actors Guild and a Theater.
4. Build Potteries and Furniture factories.
5. Build the markets that sell those products as well as a food market.
6. Build a Tax Office, and a Clinic.
7. Build your own residence (a Governor's Villa).
8. Build at least one Shrine.

The most likely reason you haven't won the mission is because you've neglected to build one of the above structures.
Far less likely, but still a possibility is that you unknowingly clicked 'keep playing'. Sierra is notorious for creating poor mouse controls and sometimes a random mouse click will be stored in the computers buffer and be applied to whatever mouse click is expected next (so the thing that needs to be clicked never appears because the 'click' has already happened.) Exactly the opposite is true as well... with Sierra games, just because you hear the mouse click, and just because you see the icon you're clicking flash or show some other indicator that you've done something, that doesn't mean it got done or got activated. You've always got to triple check that what you want activated is active.