If you loose 'Henge, you loose the free monuments. (But if you built some before you captured 'Henge, they don't go away.) If you capture a WW that you know the obsoleting tech to, you just get the GPP from the WW. (E.g., if you capture 'Henge after you discover Astronomy, you only get the GPP from it, not the free monuments.) WWs are obsolete based on who owns them.