I can understand leaving out wonder movies. We all watch em the first time, then skip the next 500 times.
I loved the wonder movies in Civ II. I never turned them off. I particularly liked Adam Smith's wonder. Loved that music.

The wonder movies from the other iterations of Civ weren't as good in my opinion.
It'd be nice if they add them as DLC but I wouldn't be heartbroken if they didn't. .