It's happened several times so far - if I have a certain culture's cultural buildings (say, Gallowglass training grounds if I'm Irish) built and I change culture or my religion is of a different culture, those buildings promptly vanish. If a Scottish man rules for even a day apparently every Irish cultural building spontaneously and forever vanishes into thin air. The buildings don't change to a different cultural type and they don't come back if a ruler of the same type returns, they mysteriously vanish forever and must be rebuilt.
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