I'm convinced it's not possible to loot great works before liberating a city. I tried it myself after someone said it could be done but the second you capture the city, the pop-up requires you to make a decision to annex, puppet, liberate, etc.... the tourism icon cannot be accessed at that time. You can raze the city, move the work and sell the city but if your intent is to specifically liberate the city, I see no way this can work.