Hey Chris,
This isn't necessarily the default behavior depending on the virtual server configuration. to my knowledge, the VS will *always* respond to ICMP - though there have been RFEs for this in the past. A vanilla virtual server should send a RST if no pool is available but a virtual server has an HTTP profile (or perhaps it depends on iRules attached to it - I can't recall for certain) it will establish the 3-way handshake before tearing down the connection.
As to the original question - I don't know if there has ever been any movement on the RFEs to change this behavior. It is probably worth reaching out to F5 Support and asking for the status and/or to have your request appended to the list.
// Ben