Bob,
We'd love to have this too. But we've never quite figured out how to make it work safely.
In order for the FD to assist in a departure, the system needs to have a set of rules to get you off the ground. In airliners, generally this is a specific pitch angle and zero roll hold until a specific distance off the ground, and then a transition to the various pilot commands. These systems also generally have a good way to know when you are on the ground or not.
Without this, if you turned on the FD to a heading 10 degrees off runway heading and 4,000' above the plane, the command bars would peg to the side and down until you were airborne, since your airspeed is low. It would do this until you got to a minimum airspeed, and then it would still be wrong on the climb-out when you should be in airspeed or pitch hold and have zero roll.
This is why we have preferred our implementation. You can pre-select headings and altitudes, but you need to wait until you are airborne to engage the FD. That way we don't give incorrect and dangerous commands to the pilot on roll out and initial climb. If you do turn it on, we turn ourselves off to prevent misleading cues.
If you have an example of a GA AP that does a good job of departure commands, we'd be happy to look at it and see how it deals with the issues and how the UI works.