I like this idea, though it doesn't seem to differ enough from the finisher policies already in place. I believe most players aim to complete policy branches one at a time during standard gameplay. Having a wonder on top of the finisher would only create further incentive to keep this strategy and never deviate from it. Why not give the player incentives to play differently?
Some ideas of my own: Players already 'race' through the tech tree beelining towards their wonder and/or unit of choice via RAs and GSs. Yet no such 'race' exists in the purple tech tree of policies. How many times have you almost completed a wonder that could have been yours if only you had reached the tech earlier? This scenario can not happen through policy choices, only tech choices. If I finish the tradition branch before another player, I receive a nice bonus but my opponent is not denied anything. They too are fully capable of finishing the same branch which does not deny my empire anything. Having wonders as part of finishing a branch does create a 'race' towards finishing policies, but again creates narrow play styles.
If the policy tree branch is just another 'tech' tree branch, why not have single policies 'activate' wonders much like a tech would? Yes this is sort of hypocritical since you are again doubling up policies with wonders, but I feel this will create more of an incentive for the player to not just finish branches but open up many different branches prior to finishing any one in order to build wonders unique to those branches before their opponents. Off topic a bit, I think Great Artists should help you beeline policies much like GSs help you beeline techs (free policy immediately or a one time culture boost).
Polices could also open up city improvements, units, tile improvements, etc.. Yes the policy tree serves a specific purpose separate from that of the tech tree, but even the smallest inclusion can create some worthwhile choices for the player. Who would like to see new religious buildings (cathedrals, abbeys, religious academies, churches, synagogues, etc) and units (crusaders, missionaries, monks, etc) activated via policies in the Piety tree? I would welcome them.