That would be nice to add, indeed. I agree it can make things slower when loading a page but I think it is worth it, especially for the Math & Physics subforum, and the developer journals, as well as for articles which contain a lot of math (like the vector tutorials published a couple months ago).
It's really easy to implement, too, all I had to do on my website was paste the loading code into a header file and serve it with every page sent to the user, worked perfectly. There's no server load given everything is rendered by a remote CDN and then sent to the client directly. And as apatriarca says, the fact that only the formula is stored on the server makes this very future-proof.
PS: if this is done, please make [eqn] a MathJax tag (I think there is a way) or at least do a search & replace to convert them to dollar signs, I'd hate to see all the posts using [eqn] lost forever