Capture the Flag
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There is a single object (the "flag") which cannot be destroyed and only one of which can exist. This "flag" grants some benefit to whichever shard it's currently on. For example, energy sources refresh after 275 ticks instead of after 300 ticks, or RCL 8 rooms can upgrade their controller with 1 extra energy per tick (16 instead of 15), or creeps spawned on that shard have 1 free move part (potentially 51 parts), or all sorts of things that might give players with rooms on that shard a slight but worthwhile advantage. Wherever this flag object currently is, is highlighted on the world map.
This would set up an incentive for players to co-operate to try and bring this "flag" to their main shard.
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Such a system should offer economic rather than direct military applications. Don't need a player with strong military (say, strong enough to take a flag from a player already benefiting from it) having even stronger military.
In fact such a flag should, in addition to its benefits, directly weaken the player(s) holding/benefiting from it or it will never be able to be taken from an organised alliance.
A larger alliance of players could all opt in to benefit from the flag but also suffer from... say... increased damage to their walls.
Risk vs reward.
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Yes that idea of a slight cost in exchange for a different (and presumably greater) benefit is a great idea.
Maybe even the cost/benefit could change periodically so continuing to hold it might open a new weakness
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An entire alliance being able to benefit/be penalised from a single flag also seems important (but opt in per player). Otherwise it will only encourage hoarding/infighting over flags.
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So the original idea was that it would incentivise people traversing shard portals and raiding other rooms to get the flag to benefit an entire shard (their main shard).
But it could also work as some kind of alliance benefit, although as alliances don't exist in game, they would also have to be created.
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You wouldn't have to create a formal concept alliances; it could be as simple as two players (The 'owner' and the player set to receive the buff) touching the flag and calling the same method.
The point is that if an alliance gets a flag and only one player can benefit from a flag at a time there is going to be some serious problems arising from a possible perceived shared ownership of that flag.