Sorry, didn't mean to ignore you; I was just looking for a definitive yes or no, which you said earlier you didn't have. Interestingly, Jaybe said (just above) that you don't lose the Wonders if if you obtain them via conquering, which would seem to conflict with the idea that you do lose them if you switch ideologies. (After all, when you a conquer a city, it plus any Wonders it contains would then be running under a new ideology.) The two situations can't both be correct, or if they are I'm guessing it's a bug.