Game.db is the local database for SP/Coop.
You don’t have it because you play only on servers.
However, Siptah map had some problems and Funcom will address these on the next release of AoW.
Not sure at this point to suggest to try another server with Siptah, if the issue is code related you can’t do nothing to fix, just wait for Funcom to fix.
SP/Coop game have this advantage, you can always backup your data’s before a new age comes and in this way try to avoid some problems created by the update.
On servers, you can’t manage your own data’s.