If you want to figure out a world where people aren't self-interested and risk-averse, maybe a church would be a better place for you to have that discussion.
And I agree that most if not all decisions are based or should be based on the expected gain, but the question is then of course how you define or measure that gain. There may actually be a real gain for a country if you spy on other countries, but I argue that this is the wrong standard for gain in that situation, a selfish definition of gain. I would strongly prefer to consider the gain or loss for the whole world when evaluating decisions like whether or not to spy on other countries.
The point seemed to be: "just because it has a pro, doesn't mean I should do it". I could use the same logic to state that I can only gain by spying on my friends as well. Does that mean I should? Does that mean it has no downsides?