Well, running an engine over current games is considered cheating. Perhaps that is why that "feature" is absent.
Here is a snippet copied form the cheating FAQ:
"What is are the rules about cheating?
You can NEVER use chess programs or engines (Chessmaster, Fritz, etc) to analyze current ongoing games unless specifically permitted (such as a computer tournament, agreed upon unrated game, etc). The only type of computer assistance allowed is games databases for opening lines in Turn-based Correspondence-style Chess and Vote Chess, Chess.com Opening Explorer, chess books, and an analysis board. You cannot use ANY outside assistance on Live Chess games.Fixing games results (through intentional loss or multiple accounts) is also cheating."
It would be helpful to have a chess engine running whilst going over one's games. Currently I see an option to download the pgn files so one may use another client to do so, but why not keep it "in house" so to speak?
Thank you