Counter espionage also seems to have an easier time killing new arriving spies rather than entrenched old spies. Once those spies are killed the opposing country will not be able to conduct counter espionage until they replace their spies, which requires them to spend leadership, and allows you to conserve leadership since your own spies are much less likely to be killed. The chance of what countries spy you find and kill seems to be random, but you will eventually begind to kill domestic spies. At first if the enemy has a large number of foreign spies in their country you will actually help the enemy by killing large numbers of them. It is also useful in an offensive role however. This is the most common mission for domestic spies, due to the tendency for the AI to use spies to sabotage your research projects. This is incredibly useful for maintaining a high quality spy network. Spies set to Counter Espionage kill every foreign spy they can find. This mission kills all hostile spies, so if you are in the Axis faction, you can send your spies to Germany and they will kill only the spies that are not German, Japanese etc.

Hearts of iron 4 coup