I don't mind that you can't "conquer" a city really. That's all fine for a game that has a start and end, but I think this helps keep sanity in someone's life, not feeling pressured to always be working on it or else you'll fall to far behind and have to restart from scratch. Besides, you'll still get the satisfaction of massacring troops and plundering tons of resources. It makes some sense realistically, I think many conquered cities in historic days had relatively the same management after being conquered, they just lost a lot of resources and were forced to rebuild and fear for the next attack. You know that attack will be coming, so that is when you start getting an alliance together to try to withstand together that bigger player.
After playing Facebook games of this genre, I would prefer more servers with less players. Having thousands of cities per "world" is a turnoff especially when player cities can't be conquered. A persistent, long-lasting world with thousands of players that can't be defeated outright and are often never there can create boredom.
There are thousands of cities in our world Earth too...I'm not sure how the not attacking players when they aren't there will work either (although I think it's a good thing)...my guess it will be pretty obvious who is and isn't online...and this way if you think you are the best and you hear about someone else who is terrorizing others, you can actually confront them directly instead of having to switch servers.