I´d love to see this option. Of course we can add stuff like this in the event sheet but as valerypopoff stated it can get tricky and complicated.
Construct has the touch shoot through everything.
Generally (with JS) the touch will stop at the first hit element (even if it doesn´t even listen to touch, can also be kinda annoying. I´m just glad "pointer-events: none" exists)
Ideally it should stop at the first element in Z-order that also actually listens for a touch. Dunno if that´s feasible. Obviously the old behavior needs to stay so older projects don´t break, but I think optimally both the "go through everything" and "stop at first thing" should be useable at the same time in the same project somehow.