Well, I had one weird thing. I captured Washington (renamed to Xi'an) and the city had great lighthouse. The free lighthouse was destroyed. Here's a screenshot.
I see it perfectly normal, each wonder has either or both Passive bonus and One Time bonus, Light House is both, Passive, the bonus to movement, and One Time, the free lighthouse.
If you capture a city with the Great Library, you'll lose both, the Library, and are unable to get a Free Tech, but you retain the Science bonus or whatever.
Stonehenge, you don't lose anythingb ecause it's a passive one (+6 culture per turn).