Yes, I've noticed this. In fact I haven't been able to get any of the cheat codes to work in this mode. If you play a custom game in this mode, they work fine but not in World Domination. When I tried one I got the message. "Cheat Codes Disabled!" There still might be a way of getting these to work though, so don't give up.
look at the Note the original author posted in the first post.