[Nicholas Wessel]

This was frustrating me as well while working on a long piece. I was trying to assemble two long multicam sequences into a container with separate bits for intro and outro clips and graphics.

It looks like In Premiere Pro CC you can accomplish adding in and out points to a sequence similar to those of a clip by dragging the sequence to the source monitor.

See the second half of the video on this page:
https://helpx.adobe.com/premiere-pro/how-to/premiere-pro-nesting-sequence-cc.html

I am not sure if this works in other Premiere Pro versions.

Hope this helps!