Pretty much always. I like such extra things in games. They could've also added an animation for the unfinished structure collapsing into a pile of rubble, if AI beats you to the wonder
No doubt, Civ 4 animations were awesome, and I missed them in Civ 5. All iterations' wonder movies also displayed the effects of the wonder at the end, why this is missing in Civ 6?. Civ 3 wonders were still pictures not too memorable, and I remember fondly Civ 2 wonder movies, some of them showing cinematic footage, like Magellan's Expedition. I think Civ 2 movies created the most uplifting atmosphere in the whole series.
The accompanying narration is a different thing, in 6 some texts are good enough, and some I try not to listen too closely to (e. g., Ruhr narration is so terrible, I wish they redid it, as well as some quotes, like that for millions of NASA dollars for ballpoint pen, ugh).
But I like not only to watch wonder animations, lately I play more often with full movement and combat animations too. Goes very well with the console version - you virtually watch an interactive history movie from your comfy couch
