Playing the wrong game

I have this weird habit in Civ IV. I play along for about two hours, don't bother to build a military, and then quit the game whenever somebody declares war on me.

There's no way it's not coming. It always happens. My Civilization builds some sweet cities that I fail to guard, and then someone else comes along and declares war. I know it's hopeless, so I quit.

Why do I not learn? And why do I always feel offended when it happens?