I’ve noticed that, too.
It’s a program with such great potential but whenever I start considering doing anything “real world” in long form and I say to myself, “OK! THIS is the project I will do all in Premiere!” I find myself stymied by these sorts of dead ends that make me wonder if the designers are really paying attention at all to feature-length project editors who work with large amounts of footage.
Not being able to export markers reliably in Premiere is also a big negative for me. The Prelude integration could be so much more, and I hope it tightens up in the next release. My latest huge frustration was the separation between clip label colors and timeline label colors, which — sorry to sound harsh — is just dumb design, I don’t care what anyone says.