You have a good point, but I'm of the opinion that we need to demonstrate strength. If our spies are caught, they failed their job. They knew what they where getting into when they signed up. It would be great to get them back home, but that'll just result in us trading spies back and forth in an endless cycle.

We shouldn't play their game — we should tell them, "no!" and stand our ground. If we where to execute every single foreign spy people would be much less willing to become spies, and our enemies would be more careful when playing their cards. We would intimidate them.