I would also appreciate this a lot (and know I'm not the only one). I have TMZ warnings off because I always have the transponder on, and also have class E/F warnings off because they may be entered anyway. However, both can have a FMC, and in that case I would like to be warned. Maybe together with the warning for an airspace (including TMZ and RMZ), if needed, you can show the squawk together with the contact frequency that is already shown. And this always (/optional?) when an FMC is present, even if the airspace warning is off.
I think moving to suggestions is a good idea.