It is a feature Cubase and others have had for years, and for very good reason. This is an extremely important feature for anyone who uses realtime-export. YES, THESE PEOPLE EXIST, AND THEIR NUMBERS ARE PLENTY. Examples: Anyone using a Virus TI plugin-based, anyone who mixes into their mastering chain via Pipeline on the Master Insert. All these and many more people rely on realtime export to get exports done quick and easy, without going the extra route of bouncing everything first and then going through your chain AGAIN, which is extremely inconvenient.
The best part about this request? IT'S EASY AS HELL TO IMPLEMENT! At least I expect it to be. You could just have a warning message similar to the one you get when clipping occured during the mixdown, only that this warning gets triggered a) when the cpu meter peaked to the red or b) a sudden drop of audio occured on the master. It should come as an option that you can tick on or off, and be placed right beneath the realtime export option. I will attach a screenshot of Cubase's similar option for reference (it's in german, but it says literally: "warning notification in case of audio dropout. It's the very bottom option on the shown page).
Please do it guys :)