This will be added at some point, in some form. It has been on the agenda for quite some time, we've just been swamped with other stuff to take care of.
It's a bit tricky though, since we are working with quite a low resolution. We have to find a balance between getting enough information into the indicators so you know which one belongs to which player, without making them huge and take up half the screen.
One of the suggestions have been to have the face (including headgear + facegear) as the indicators, but that might be too distracting and messy. Another suggestion has been to just use small arrows, marked with P1-P4. This makes it harder to tell which arrow belongs to which player, but it's much more subtle and it shouldn't take that long to figure out who's who.
I do like the suggestion with the color change suggestion, depending on which route we chose to go with. You could maybe even push it further with some subtle shakes or sound effects it players are in danger. We'll see what we come up with!