In my latest game, I have a number of resources I had once traded for showing up as though the trade routes are being pillaged, including getting the turn messages saying that a resource is being poached.  However, the empires which originally controlled those resources when I traded for them have lost them.  As an example, one empire was trading me porcelain, but has since lost all of their cities containing porcelain.  Since they no longer control the resource, it doesn't show up in their trade menu so I can't cancel the route, yet the game still says it's being pillaged.