As seen by Hirua's code, things like that can be built on top of SFML, thus I don't think it needs to be part of SFML.
Things like a clipping area which is currently rather hard if at all to implement on top of SFML (without using raw OpenGL), seem to be a limitation.
Requiring an additional shape object for every sprite would make things very quickly, very annoying. In 2D about everything is done with quads, even when the objects are round one mostly just uses a round texture. Making this basic usecase more complicated than necessary isn't really a good idea.
Also if you go down to "lines" you might as well just go down to vertices, which is exactly what shapes (and sprites) are, a collection of vertices that build a convex polygon.
Making edges of shapes curved is an interesting idea, but keep in kind that if you want an area you'll have to write some sort of a solver to get the triangles layed out properly etc. This is something rather specific (not that many applications would need that), it can already be written on top of SFML and thus it's too complex and too high-level IMHO.