For full visibility the ability to dynamicaly include the request_id value as a header would allow users to have full visibility through a single place.
Requests dropped from F5 XC can be identified through the request_id, requests dropped within the application can be enhanced through the same path and allow users to streamline operational procedures.
Same approach can be taken through the inclusion of request_id header in request logs for full telemetry.
+1 vote, we also need this one for tracing requests across our stack