You are raising a good point here.
this is not due to missing knowledge with widget developers, but because of a current gap in the widget XML possibilities. You would need to combine the Pluggable Widgets API with the older Client API in your widget development, but even then it is not out of the box available.
There is no good and consistent way to get these associated settings for microflow/nanoflow settings into your widget. The part within widget development that can alter the representation in Studio Pro is based on an XML, the so-called Widget XML. In there, one is able to configure ‘actions', but that is as far as it goes. The action can then in Studio Pro be selected as a Microflow / Nanoflow, etc, but there is currently no way within this widget XML to also open up these typical settings you are referring to.
It is possible to generate blocking progress modals via the older Client API. So, if a widget developer uses both the Pluggable Widgets API (supporting all current data sources) in combination with the Client API (generating progress modals with progress message) you can almost achieve what you were asking. But this is quite cumbersome and the reason why this is not configured for all new widgets for all data sources.