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This is a candidate for a future release
I agree and have been waiting for a solution to this problem for many years. I have two other related RFEs, 119998 and 40267. In my case I want to add user supplied data (from HTTP headers) to be added to all of the related transactions. I did successfully get a 'bit' added for my cause so that we can flag transactions as mobile, but adding actual data has been limited to reusing DFHAPPL for purposes other than it's intent. I also had to write complex exits to pass data via a DFHTRANSACTION container and then use a TRUE exit to write out the data to via an EMP call.