I know it's a lot to ask, but some other games seem to do this reasonably well.
One of the issues I had with Galciv3 was the fact that every single game, it doesn't matter what race you choose, the music / interface etc were the same ... so it was very easy to forget that you were supposed to be a religious Zealot (Krynn) or evilly cunning (Drengin).
Having a different musical score for each race would add to the immersiveness, also minor tweaks to the interface / colour scheme / research screen would add to this!