I think this will be added at some point, too bad it isn't in yet. It certainly won't make it for SFML 2.2, but feel free to add a ticket on GitHub, so it won't get forgotten.
As a note: For SFML 3 there most likely will be a distinction between window properties and states, so then we might get a cleaner API, for now we're mostly stuck with what we have right now and can only add a few new things.