I thought I might add my two cents here because I wrote an extension to do that. I occasionally get asked to help when a server does not support using PHP scripts as directories and their host will not fix it. I know nginx behaves this way if not configured properly. This makes it essential for some site owners.
A common case is where Apache is used and mod_rewrite is unavailable which means "index.php" is absolutely required instead. So an option is necessary and would benefit from being detected during installation.
@igor-svizev, I know processing this ticket looks like slow, but we did not forget about your request. The architect already reviewed it and we are pending for the decision to be made by the PM responsible for the area. I hope we will have this resolved soon.
Just a comment on the "slowness" - right now we are in the last milestone before dev beta, so we have lots of internal stuff we are trying to complete as well. After that we purposely have set aside more time to respond to feedback. So much to get in and so little time remaining! So it is not lack of desire to get things fixed - its because there is so much the team wants to do!