After checking in my game, palaces DO give culture penalties as shown in below screenshots.
With the "palace" from the Gauls (High King Hall), the town gets a 30% malus that disappeared the turn I built the Roman Palace.
So far, what I found on this topic is that:
- foreign palaces bring a 30% malus
- Stone walls bring a 5% malus
- Farms do not bring any malus, so does smaller walls
So concerning my problem with Athen, right now I don't see any way around it. I apparently cannot destroy the palace during the siege battle, just damage it to 100% according to War Lord, and exterminating population does not affect the buildings.
If anyone gets another idea, I would be more than happy to test it. Otherwise, I guess I will just have to live with it. Well, it might in fact sound logical that Greek culture will never completely leave Athen.