Shukaku: No it doesn't. Cleo does not stop you playing the previous missions whatsoever, it just changes some gameplay aspects and adds new missions, so it wouldn't matter.
flickas: Thanks both of you. I already have a combined P+C like that.
The problem is the recalculated culture rating. With Cleo installed, the max culture a city can reach without a zoo is 70 and obviously old Pharaoh missions don't have a zoo since it was added by Cleo. Makes some custom missions impossible. Not a big deal anyway, there are more missions than I'll ever play on heavengames even without those.
Actually, Bubastis and Hetepsenusret were modified by Cleopatra to take this into account. Other than those two missions, none of the other original Pharaoh missions require a Zoo as the culture ratings are not any higher than 70.
While it does make some custom missions impossible, you can correct it yourself with the mission editor and enable the Zoo. Just make sure you edit one of the trade routes to include game meat and/or straw if they're not already present.