I agree, that countries should have the option to build spy facilities, I would recommend the option of buildings that train the recruits, and also another building to enable further the abilities of spies, like there being several levels, there could be buildings "Example: logistic center" that if placed near the front line could give buffs to spies going to the country inside the range.
In concluson, objectibly there is a need for more spy-oriented infrastructure

They just need to have some counter to instant agent actions. I’d give a fair portion of my wb to be able to prevent spy actions against me.