It is a bug in Pharaoh. It does happened to me before, the moment I start the game, there are no cities for me to trade. my cities can't grow until certain extend. For few times I tried, I knew there must be something wrong with the map as it is not supposed to be, as for such a long period, only one trade route opened. No matter how many times I replay the map, it is still the same.
Luckily I save every game before it ends, I load the previous level, win the game, and move to the next level. When I start the game again, to my suprised, I saw MANY CITIES are available for trade at the very beginning.
Hope that helps.