This is a must for a grid connected to a slow Data Source, which is possible especially since introducing External Entities and ability to connect a grid "directly" to them. Using both "direct" types of Data Source (Database and XPath) means we have no control over the state of the grid in terms of loading the data. Having no control we cannot support the user in knowing this state. And since the grid does not provide any progress bar nor anything else that would notify the user that it's still loading the data, the UX is extremely poor in this case.
E.g. we show a grid with default "No items loaded" info, but only because it still loads the data. We use External Entities, so an OData query is built and run "behind the scene". Our data source is slow (and we cannot optimize it): it takes seconds (or even minutes), so the user is not sure whether "No data" means "Still loading..." or "Loading completed, the result is empty".
Adding the "loading started/completed" evens should be a trivial change to implement and will provide a sufficient dev tool for fixing this type of issues.
Really need this on data grid 2.