The Grand Companies are actually allied though, thus PvP involving them is usually pretty limited and thus lore-wise, it would never involve something as antagonistic as attacking each others capitals. There was an old early piece of concept art for PvP though that showed an apparent siege against a mountain fortress, but nothing further was ever stated about it so it's likely it was an idea they considered but then binned as being unworkable. So I really don't see this ever happening I'm afraid.