well, of course the engine supports sprites, and of course it could have arrows if they really wanted to put them in there. The reason why they may not has to do with the difficulty. Let me explain...
If the current method of coloring phase lanes uses sprites (which I kinda doubt) or in some way has a similar interface to effects, it should be fairly simple. However, if they 'cheated' a bit and are just drawing lines through direct calls and/or might have a hard time finding the 'collision point'... it might not be so simple to do...
As such, they could still do it, but would require writing new effects, which might be deemed 'not worth the effort'. I personally would rather get an extra scenario (assuming they're being worked on) or another few balance tweaks than this, but if it can be done simply, I'm all for it
Then again, even if they did do it with lines, it might be simple. Bottom line is, we asked, and we shall see.