In dom3 you could always (and can still) retreat from sneak discoveries. My scouts are always set to Retreat, placed on the far left, so that when they are discovered, they just get RIPPED APART BY HARPIES!
Okay, so if they weren't sneaking around in Pan land, they'd get discovered and then retreat as fast as they can into a friendly neighboring province.
What you don't want to do is set an assassin to Retreat on the turn you move him into a province (in case he's discovered that same turn), and then forget to update his combat script when you give him the orders to assassinate. Doh! I hate it when I do that.