I don't think it's really needed. The portion of the queue you spend the most time in is already shaded. You're not up on the platform for very long.
They did recently paint the walls in the flight deck platform a grey color which is welcomed, as it doesnt radiate heat like an oven as much as the old bare wood walls did.
RailBlazer's queue is almost completely shaded.
This was already covered in this thread a while back. It's a bigger process to add queue covering than just 'putting one up'. In order to do so, the park would need to apply to rezone some of the building + the cost of permits to go with it. And in some areas of the park, the surrounding buildings would need to be re-enforced to support the new covering.