This particular issue has been a frequent cause of complaint from users, with some of the discussion getting quite, err, trenchant between users, who take the 'why should you dictate to me how I can use my computer' and the developers (roughly) taking the 'you do not know what is going on under the skin, and there is no reason that we should put off doing something really vital in order to priorititise this' lines.
This is clearly a bit fraught, but the kde devs do seem to have lost some goodwill from the users, and the users want something they can use, in the way they want to use it, now.
The last I heard, it was both promised for 4.3, and then that promise got sort of retracted, in that the dev in question said that he was a bit confused about whether it had remained in the commit for 4.3.
The things I can say:
- it will be along soon, even if I'm not sure whether it will really be this month (if the update works, this time)
- even if its not this month, a month or two should do it
- (and, the obvious) more recent versions of KDE4 are better...in fact, its improving at a pretty rapid rate (it is just a shame that KDE 4.0 was so far off when it came out)
- I find different wallpapers per desktop much essential, too, as otherwise I lose track of where I am and which apps I've got on which desktop