Words can't describe how much I agree with you. One of the greatest things about Civ IV is that almost all game mechanics are throughly explained either in popup windows or in the civelopedia.
Well, Civ 4 has its share of semi-hidden data, too.
I had to turn to the internet to learn a lot about civ4, the civopedia basically says 'fighting causes war weariness' [They don't tell you that fighting on your own terrain doesn't contribute to it, that attackers get less if they win, but defenders get the same whether they win or lose]
The section on combat is sort of a vague glossing over of the mechanics, with no examples.
I discovered only recently that you research techs faster depending on how many other people already know the tech, I don't remember seeing any mention of that in game.
There is a minimum of detail on the espionage system, even simple things like explaining the global cost modifier. Some of the time, I can't do certain espionage missions and I have no clue why, as the game gives me no hints at all.
Don't get me wrong, I love civ4 and enjoy it, but it's not extremely forthcoming with data.
Alpha Centauri, on the other hand, had most of the exact formulas listed in its help thing, including one for commerce that was really really long. It was, now that I look, a ten step process that gave you the exact number.