Why are we getting no save files in multiplayer games?
Solution 1:
I've had problems with this happening too, but the only solution I've found was to manually save the game. It's been a while since I've played Civ V but I believe when you go to exit the game it gives you an option to save the game and basically who ever doesn't get dropped will just have to host the next game because they will have the most recent save game.