There is only one way to move a mountain of **** and that is one handful at a time. (Allen Ginsburg)
I have posted in the past that I think Essbase in OBIEE is not the wholly integrated product you would hope for.
I have responded to this in the past by as extreme a step as putting the data and metadata through ODI to produce a relational equivalent - where I could mark zero level members.
At the time I was massively pleased with the result - it was better in every respect than the Essbase equivalent, once I had tuned the right FKs, but obviously this is not real time and would only be fit for a model / report / model type cycle - it was PBCS at the time so this was more than adequate.
If it must be Essbase and wholly Essbase then you can use selection steps, a functionality I had thought was wholly 'end user' territory, turns out to be surprisingly useful with Essbase sources.
Other than that you could populate an alias with some kind of prefix to the main alias or space indentation to indication level / generation.
Or finally, as you allude to, you could try an enhancement request and posting back here so we can put our weight behind it.
Not sure on your speed issue, other than the technologies involved are very different and I would not expect the former to match the latter on their own turf. Essbase mdx can be spawned multiple times depending on the precise nature of the OBIEE analysis, so it can be a big performance hit.