Was really hoping for a market / stock market. Sort of like in endless legends. Am I just not far enough in science or is there not one?

There isn't a market in the first five eras, at least. I doubt that there's one in the final era, either.

What would you buy there? There aren't heroes. You can trade for luxury resources and strategic resources. So, that just leaves units.

I don't think it's worth having a market just for buying mercenary units. And you can buy those from independent people, if you want to.