Which host OS have you tried that with? Only Windows? It's possible that the Windows driver doesn't support this functionality and sends no USB message if just RTS changes because it knows that the other end don't care (at least this was the case till the Leonardo hit the market).
I'm sure I'm not the only one who wants this.
To my knowledge you're the only one yet. For normal USB communication the handshake lines are not necessary, the only use of such a feature I currently see is using the Leonardo as a USB2Serial device.