Ah, spies. So ineffectual, and frankly just a nuisance that I'd love to see gone. They're slow. They fail at most everything but the gathering of trivial information. So, 4 gold per turn to maintain a unit that, if it isn't captured, killed, or run out of town empty-handed, merely accomplishes a bit of damage that takes two or so turns to fix. I loathe all the spy junk, and only get spies for defense when I absolutely have to and/or I've got cities that have run out of worthier things to produce.
No, I can scarcely imagine a scenario wherein your spies would accomplish anything beyond being a minor nuisance to the Mayans. Spies just waste everyone's time and resources in this game. They can even be counterproductive. Last night an enemy spy finally managed to do something right and caused three barbarian AT crews to spawn in one of my cities. They didn't survive for one turn, and enabled two of my best units to get valuable promotions.
In the past, when I thought flinging spies around the map was somehow good business, I had games in which I maintained three spies for about 50 turns each, and maybe one of them finally succeeds in bringing home around 500 gold. Of course, during all that, I spent 600 gold maintaining the spies. So, the net result was 100 gold getting flushed down the toilet.
I want the option to execute spies that I capture.