AI should also try harder to consolidate Colonial buildings. What you see a lot is the game ending with most of Africa still covered in Trading Posts and Missions. But the only actual colonies will be those in the interior like Volta, Upper Congo and Uganda, where one nation managed to get there first. This is, of course, backwards from the way it "should" happen - the coasts should be colonies long before Mali or Tchad are.
This is another situation where the game, as designed, makes it nearly impossible for historical developments to be duplicated. Things like Guinea being a French colony with Bathurst belonging to Britain. A player can do it - Britain tends to be pretty hot for Bathurst so you can get Guinea by building all four types, then swap Bathurst back to England for Sekondi, claim Gold Coast, then give the historical British parts back to England for whatever claims they've made in Volta or Mali, etc.
Maybe claiming colonies that have other nation's buildings in them (via the Build-All-Four approach) should be more provocative, more likely to cause war. But you should be able to open a negotiation interface in the process that lets the claimant keep their bit(s), which would keep them happy.
I think the basic problem is that there are a few nations that, during the first decade or two of a Grand Campaign, are just gushing cash and have little to spend it on: Russia and Netherlands (if there is an early resolution to their war with Belgium) are the prime example. So the AI goes down its priority list and says "hmm, guess I might as well build some trading posts". It does not occur to the Russia AI to instead reduce taxes.
Thing is, except for the Prestige from claiming, African colonies arn't all that valuable. The trading posts to claim the interior of Algeria would cost $80,000 to build and what do you get for all that money? Fruit, Wheat and Wool, in not-particularly-large quantities. And a huge region of attrition-inflicting provinces that you have to keep under control. That money would easily pay for a steamer factory, the steel mill required to support it, the machine parts to build all that, and the conversion of the farmers into workers to staff the whole ball of wax. And would be of a lot more use than a bunch of desert infested with unruly bedouins.
I've never seen an AI nation develop techs that require Rubber or Oil in a Grand Campaign. Or if they do, I haven't noticed them building the factories.
Cotton is about it, really. That can get hard to buy later in the game.