Except for smallish maps, why would you ever want to win by conquest? It seems to me that on the road to conquest, you'd get close enough to the domination threshold that you might as well cross it instead of razing everything so that you don't win by domination.

Winning by conquest saves a lot of money on city maintenence.

I make it a habit to completely wipe out any civ who has ever attacked me. Or annoyed me for that matter. So a lot of my games end in conquest.

Some people should die
That's just unconscious knowledge
Because, because the bigger you get...

If you don't burn their cities to the ground you can't win by conquest... well, unless you disable domination victories. :)