Thank you for your input. We will consider this functionality in upcoming releases if it will be popular. Everyone, please continue voting for this feature if you consider it important.
An error occurred while saving the commentEugene Kazakov commented
If I understand the request correctly, the feature is available for ages: https://docs.plesk.com/en-US/obsidian/administrator-guide/dns/dns-zones-for-subdomains.72212/