This feature is not difficult to implement either. I can prove this because I have developed tweaks for 5 separate Plex clients to get them to have this behavior. (My custom-built client also has this feature.)
I developed these tweaks with no documentation and in the case of the Plex web-based apps, no source code or ability to change the source code (only intercepted API responses). It would take a 1 line change to implement this in many Plex clients. I suspect that the Plex team has decided that this feature is undesirable for some reason. (Aesthetic reasons maybe?)
