Hi UE,
Saw this issue, Unreal Engine Issues and Bug Tracker (UE-31350), that has been closed with a note that people should let you know if it was important.
We would like to have this feature in our game. However, if we are to build a custom version of UE perhaps we might be better off with this: https://github.com/NvPhysX/UnrealEngine/tree/VolumetricLighting-4.15
What do you think?