Good example. Allow me to comment on a side point: at this point in the game "first player advantage" has become first player disadvantage, as you have to contend with the unfavourable tie break rule. Any advantage from being first player is screened off by the game state and you having come out of the early Ambassador war ahead.
Right, except that michaeljb recovers from the Ambassador war and now his deck composition is slightly ahead. Suppose that michaeljb and I start getting Colony on the same turn, and suppose that both of us are capable of getting a Colony every turn for 4 consecutive turns. Once michaeljb gets his 4th Colony, if I want to win the game, I have to gamble on him not being able to buy a Colony and me being able to buy a Colony after adding a Province to my deck. Additionally, if michaeljb gets a Province instead of ending the game with his 5th Colony, I still can't win the game until I buy a lower VP card that michaeljb can't match
and close out the game with my 4th Colony buy.
So assuming evenly matched and consistent decks, michaeljb can easily force the tie, and I lose if my deck falters.
Now suppose that michaeljb gets 3 Colonies and then doesn't make $11 on the next turn, so he buys a Province. If I buy my 4th Colony, michaeljb wins if he can buy his 4th Colony on his next turn. If I observe PPR and buy a Province, then michaeljb can still try to force the tie if he can buy his 4th Colony, even though his deck faltered once. This is basically what happened in the game, except I was confident in breaking PPR because I tracked his deck.
The only time where first player is disadvantageous to michaeljb is if I start buying Colony on the turn before he starts buying Colony, in which case he would lose on a VP tie.