I had both my cities spied on today, I saw the spies incoming. But when they landed I got no reports. Would be nice to get some sort of report to see if the enemy was successful at spying of if they lost, etc etc.
I agree, that would definitely be helpful, also, considering you're #1 on the Leaderboard, spying on players must be pretty easy considering the potential level of your Espionage.
That would appear in your notifications area:
I know notifications can get crowded sometimes, but it's a good idea to keep up with them since there are certains things that show up only there, such as the result of a spying attempt.