I never realized it, but I think the most success I've had with Alexandria is when doing this.
I've never had a good experience with Olympia where I deviate from my plan to go all out with war. If you're next to Rhodes, yeah, that's gonna be a bad time. I'd consider it almost essential to playing the wonder, unless you're going to go for a super disruptive strategy aimed at throwing every opponent off. I.e. if you're in 5 player and the science wonders aren't your neighbors, if you happen to get a chance to take greys in age 1 and splash or primary science, it throws off the mechanics as people are used to.
But to get to the core of the original thread: Alexandria and Olympia aren't fun to play at a high level. You survive them, you won't win with them most of the time. I just got Olympia 3 times in a row... and got third all three times.