Better still if Adobe could do it right from the beginning.
You could make a feature request, but I think Adobe avoids adding features that don't have mass appeal and can be scripted to prevent bloat.
If you are using OSX try this AppleScript:
http://www.zenodesign.com/forum/ThreadedPlaceholderText.zip
Release a text master page item on the page where you want the thread to start and run the script
