This is a problem that UBI are aware of, it affects a small number of users.
To play Anno 1404 Venice, you need to launch the add-on separately. This is how:
- Navigate to the game's installation directory. This is the default directory:
C:\Program Files (x86)\Ubisoft\Related Designs\Anno 1404 - Gold Edition
- Look for a file named addon.exe
- Double-click this file to start the addon.
For further information we recommend you visit the UBI website at:
https://support.ubi.com/en-gb/Faqs/000027441/Accessing-the-Venice-Addon-Anno1404