Hey -
This is already on the backlog for the UE4 Roadmap here: Trello
Unfortunately, there are other priorities that have to come first. While it would be an awesome feature to have, there are workarounds with using fog sheets, and ways to fake it that work well enough.
It’s something that we want to add at some point, there just isn’t a timeframe when it will actually be worked on and added.
Tim