Is it going to save enough to justify depending on a syntax that won't be universal for a long time to come?
Oh, and on the won't-be-universal-for-a-while point - the status quo works fine, it's just less efficient than it should be. Once someone upgrades to 9.5 or whatever, and upgrades to the matching JDBC driver version, they'll get the newer efficient call for free.
In the python world PEP249 has a lastrowidproperty that drivers can implement, but I don't know how much it's used or our support for it. Any python devs out there want to chime in? I don't know about other drivers.
Obviously anyone hand-crafting their queries won't be able to do that until they know it's safe. But that's always the case with new syntax.