Would be nice. Found your post while looking into the same for my implementation.
How do I make sure all instances of my cloud service are added to Administration » Settings » Advanced Settings » System » LoadBalancing » WebServerUrls automatically.
Sitefinity Load Balancing add-on would bring the ability to scale your website. Or in the case of Azure, you need to have 2 instances running on your Azure Cloud Service to get their 99.9% uptime guarantees. To me that's a must to meet MS's minimum requirement of customers using their platform to enjoy the benefits of using a cloud service.