Thank you for the feature request. I logged it in our PITS (Public Issue Tracking System) where you can vote for the feature to be implemented and track its progress. Here is a link: http://www.telerik.com/support/pits.aspx#/public/aspnet-ajax/3794
As an alternative, I guess you can extend the XmlHttpPanel object and add AjaxLoadingPanel to the new composite control.
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