I feel like this creates a very skewed set of options. Do you want your great works to be safe? Stick them in capital. Done, never have to worry about them. But there are so many factors influencing how you deploy great works. Do you assign them to counteract boredom, or where you want to push your borders? If you have scientific policies, do you assign them for the +3% science buffs? Do you assign them where they can get the most theming bonuses, or in cities that have culture and tourism multipliers? If you want to play with any of that, you have to accept losing half a dozen to spies. There's no in-between.