Moderators can already do that when it's appropriate. My concern with making it a user-accessible option is that too often it's not appropriate.
People post feature requests on the metas I'm active on, and usually somebody comments saying "you should ask this on Meta.SE". Sometimes they even flag asking moderators to do it. But it's ok to make feature requests on per-site metas. SE monitors those. The SE team is also smart enough to not make a network-wide change without considering the needs of the network and not just the local site.
It's hard enough sometimes to get people to engage on per-site metas at all. When they do, I don't want us to send the message "you should have left our site entirely to go ask over there". It's confusing for newer users; they already left the main site once and now we're sending them even farther away? For experienced users I'll sometimes suggest that they ask here instead, but we should leave it up to the asker.
Besides, meta is murder; new users coming here frequently complain about the terrible reception they got because they haven't learned all our rules, customs, and quirks. I'd rather they climb that learning curve on a per-site meta with a known, probably-friendly community. Then, if it makes sense to escalate a request to Meta.SE, the community can help.