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The Thrones of Ascension must be claimed and/or sat in, if one is to properly replace the previous Pantokrator. The other way to win a game of Dominions 6 is by knocking all other Pretender Gods out, whether through wiping out their nations or wiping out their Dominions, but those roundabout manners of victory only work by making your Throne-claiming a foregone conclusion.
Most Thrones are quite distinct from one another, and not all Thrones are created equal. The exalted chairs come in three tiers, with Tier-2 Thrones being twice as important as Tier-1 Thrones and Tier-3 Thrones being thrice as important as Tier-1 Thrones. In default settings, smaller games will generally require you to claim all of them anyway, but bigger games (and most multiplayer games) will need only most, or occasionally a mere plurality. In these cases, a Tier-2 Throne counts as two Tier-1 Thrones, while a Tier-3 Throne counts as three.