Is what if a player happens not to get the Pyramids? Do they lose the game immediately? That's just far too harsh, and even based on luck, to be a good game. What if some AI pops an early great leader from some distant war and rushes the pyramids? Poof! Your game would be over immediately.
We did have something a little like this in Epic 14: you got scenario points for self-building certain wonders. I built most of the ancient wonders by hand, and Urugharak built them all. But...that was a somewhat easier game.
One idea that I like is making it a rule that great leaders may not be used to rush great wonders. If you want a great wonder, you have to build it from scratch. That'd make it a heap harder to get the Great Library and probably infeasible to get the Pyramids.
Of course, Always War is plenty tough without trying to make it tougher