This series is the quintessential game in the civilization genre. If you find the civ genre thematic, you'll find this game thematic.
The design is definitely theme-first. It'd be impossible to take the same mechanics and map them onto any other theme, the way you can with Abstracts and some Euros. The way that people expand and build cities feels very natural and appropriate for history. It also has a good technological progression that feels like it maps well onto history. At a high level, it's possible to look at the board at the end and say "That's more-or-less how it could have gone down."
The theme is sometimes very artificial as well. Nation-states as they exist in this game are a much more modern formulation, and there's certainly no politicial entities from this historical era that behave in such a centralized manner as it's portrayed in the game. There definitely wouldn't be a single person in charge of a people's development for thousands of years. It's also much more stable than history actually was. The gigantic empires as portrayed in the game tended to rise and fall within the span of a few hundred years.
Because of this game's sheer length, it's has the ability to be more fine-grained and thus more thematic than most other Civ builders I've played. The only other two sweep-of-history games that come to mind as more thematic would be History of the World
or 7 Ages
, and that's because they tend to revolve around the rise and fall of empires. History of the World isn't really a civ game, and 7 Ages takes even longer to play than Mega Civ.
Given that you're asking about this game's standing within the Civ genre, it's likely that you're fine with the basic logical leaps that the game asks you to make. Most people (myself included) usually are. Probably you'll find it very thematic.