I'm playing in the campaign "To Rule the World" and I'm currently in second mission - Rusted Desert. The problem is, that I've made already everything (I have conquered all cities, destroyed all enemy forces, then I've completed the quest for Dragon King). Yet the mission is still not finished. What's happening?

I've eventually figured it out - it seems that amongst all those neutral units there was still one squad of AI (I didn't notice the flag at all), after killing it the mission was completed.