Now we do. Bob created a userscript, SEReopenReviewWarning, which does that.
When a question has been through the review queue, it produces a message under the Close message that looks like this example:
When I started using it, the results were surprising. I was used to seeing a lot of closed questions with some reopen votes, and naturally assumed they were actively being reconsidered. It turns out a substantial portion are actually dead in the water and require outside intervention. However, nobody was aware of it.
You can use this installation link with your userscript manager: https://github.com/BobVul/SEReopenReviewWarning/raw/master/SEReopenReviewWarning.user.js
If you've never used userscripts, you load a userscript manager, like Tampermonkey, Greasemonkey, or Violentmonkey, as an add-on/extension in your browser. Then you can make use of it to install and utilize userscripts.