[Zapmeister]

I don't think it's unrealistic that a structure of some sort should appear in each province. In fact, I think it unlikely that a conquering nation of any competence (in the real world, even) would leave its new acquisitions undeveloped.

What is unrealistic is that a nation can only build one kind of structure, so we never see, say, a castle in one province and watchtowers in the surrounding ones, as one might expect in the "real" world.

Also, and here's the problem that gives rise to madcastling, watchtowers are just as effective as citadels in a most important respect defensively. Their presence means that it takes at least two turns to capture the province. I think that if you fixed this (also unrealistic) property of the cheap fortifications, you would fix madcastling.