We do provide our fair share of workarounds and extensions for missing functionality in MS products, although I wouldn't consider that the primary reason for using VBP. In this case, there are multiple workarounds, and the work required for such a small gain was not deemed worth the effort.
Using a single recursive step using wildcards seems to be adequate for most users (and I would argue is preferable, as it results in a build process that is less brittle, since you don't have to remember to update the build when a new file is added). You may also be able to specify multiple individual files in different paths by using the Force_Dir variable [1].
[1]
http://www.kinook.com/Forum/showthread.php?threadid=354