I have now twice got on level 4 game over due to "Gp Playing God".

Is this because i have a research department, and is only way to prevent it, not to build one?

I think it's just one of the random things that can appear on the game over screen if you fail. There's no issue with building a research department (on any level) - in fact, it's likely one of the first things you should do when it's possible.

Keep an eye on your objectives screen (the one on the bottom-right that has the pie chart on it) and make sure you aren't putting yourself in any failure scenarios (usually, too many deaths / too low reputation / bank balance too far in the red at the end of the year) - this'll be what's giving you the game over.