I want those magnificient Wonders to become training buildings for Heroes

Why not ? Not relevant to you, but some people may beg to differ ;).

I dont want my joan hero unit to die on her way to see the king of france or make wallace unkillable as the english because someone decided to “balance” the unit.

This is a joke right ? If so then i liked it :grinning_face_with_smiling_eyes:

Speaking about it does every civ have at least one relevant hero unit?

It would be better if the wonders just give some kind of civ bonus modifier rather than heroes. It will be odd to fight under the same hero in every game.
If they do add such a feature then they should add a button in skirmish setup to turn on/off this wonder bonus mode.