Some extra bonuses to provinces with these terrain features would also be nice, like prestige gain from Pyramids, Tax gain from Mecca, etc.
Actually that's a great idea that could be extended further.
Why not have a library of various castles, buildings, standing stones etc which all give some sort of bonus (eg tax, Prestige, Piety etc) and which either start the game on map or can be built. Taxing pilgrims to Mecca would be good for income, owning Stonehenge might be give you Prestige if you are pagan etc. And being able to create all new Wonders such as Cologne Cathedral or Notre Dame should be amazingly expensive, time consuming and laborious but the end result should be great.
As an idea, create a new building tree for each World Wonder or whatever you call them. For example, the tree for Cologne Cathedral might start with the Nave (adds tax income from donations), then the Transepts which add slightly more income, then the Apse, the Vault and finally the Spires. Once you complete the building most of the income bonuses would go (no more donations to build, just pilgrim tithings), but the Piety gain should be huge.
The same process could be used for dozens of other massive works, such as canals, monuments, stadiums or huge castles (eg Krak des Chevaliers).
This could provide a great alternative to routine and boring blobbing.