In one of the more recent videos from the developers, Timon (sp?) indicated that part of the challenge within the game was economy of space, planning the give-and-take surrounding the importance of different buildings at different times during the course of the game. He did point out that at the end of every age, guest race buildings are removed and afford an opportunity to re-arrange host race buildings in preparation for the next age. Because of these, and possibly other reasons, he indicated that such a storage capability would not be developed in the foreseeable future.
That being said, another variation of this request was made to be able to see (and remissness over) past cultural buildings won during special events once they have been replaced with more advanced buildings. It is a shame too see such rare building torn down without the ability to see them again. In Timon's comment's there did seem to be some wiggle room with this possibility.
Regardless, I doubt this is high on the developer's priority list.