Here is the point.
Are you forced to build a free unit at your start of the turn ?
The case is : If the army you build is in range of ennemi armies and you know you will lose the figth… Same if, for exemple, you already build your 6 armies and they stand far away, so you can (or have to, that's the question…) only build a scout that will be in range of ennemi armies.
The text : "Start of the turn : Build a figure in the square containing the Hanging gardens for free."
There is no "may" or "can" or "have to". But it's conjugated at the imperative… even if my personnal opinion is to allow the player to choose not build a figure if he don't want to.