The primary reason I see this not getting implemented is that Stack Exchange is not a big fan of adding things which allow users to "pick-and-choose" things. Many feature requests in the past have been shot down simply because it would require a new option in the user's preferences. Why? It's not worth the effort.
Letting users pick and choose different badges that they're "aiming" for doesn't help anyone. If they're really that dedicated to earning a badge, chances are they're not going to forget which badges they were trying to get. For instance, I've been aiming for the Sportsmanship badge here on Meta. Whenever I post an answer that gets upvoted, I immediately think "hey, I should check if there's other answers and if they're any good, it will increase my sportsmanship count." I don't need a reminder up at the top to tell me to do that.
You're basically asking SE to take time out to program some trivial thing that you really don't need. If it's really that important to you, take some initiative and achieve it yourself. Try a Sticky Notes Gadget or plain old Post-It Notes next to your computer. I personally keep several pads of post-it notes on my desk for anything I might need them to remind myself about. How hard can it be to write a few badge names and even their descriptions down on a piece of paper or note card, and tape it up next it to computer, or leave it on your desk?