...And which version of the game are you playing?
The 2.3 development builds are very different from the 2.2.1 release (which is over a year old now), and even different still is 2.2.0 which some people play then come to this forum because they downloaded the game from a third-party site with an older version.
The different versions have somewhat different win/lose conditions.
Edit: The game also tracks how many civilians get killed, and that can also trigger a lost game, even if nations don't get that upset.