Please be aware that the WORK directory is also used to copy the input file after it has been selected to process. This behavior will also change in release 7.2.2 where this copy will not be done and the file will be processed in place.
I have not heard of this requirement either, but you may want to contact the product management team to lobby for this feature. Your account executive can help here.
Thank you for posting your product enhancement to the Product Support Community. I have submitted this on your behalf and updated your original post with the Feedback ID. As Jim Kelly suggests above, you may go to your Account Executive with this ID for more information.