The problem with trying to promote anarcho-capitalism on the Civ-series or Age of Empires model is that those models necessitate command--"people" are naturally lazy, ignorant, and directionless in those games. Thus it is possible for central planning to work, because it is possible to know enough to be successful. A game like that trying to demonstrate an-cap ideas would necessarily be low-budget, and probably wouldn't go anywhere, because the only way to "win" would be to not play at all. You might put up an ironic "Ruin the world" game, i.e. with the goal to cause as much human misery as possible (a kind I've actually seen, but not making a point about the State) but you couldn't produce it on the scale of those other games because it would necessarily be a one-pointed gimmick.
I'd love to see what kind of games would be successful in spreading libertarian ideas. Maybe someone could make a game demonstrating why things like price controls, minimum wages, and subsidies fail--you could have little meters setting prices in certain fields, and other graphs which changed over time demonstrating how the economy suffered from the player's interventions, and maybe a little city which could vary between impoverished and ugly and wealthy and beautiful, and which could be improved by the player's (lack of) efforts.
Man, I'm liking this already.
Balloon I love you,
You are round, smooth and pretty.
I rub you. Static.