Right, I think that it could be good. But it's not obvious that it would be good while it would definitely add complexity, bugs, and attack surface, and discourage at least some people from using Tor.

> Being able to interject one’s own proxy... could be interesting.

I think this is essentially what the Tor Project wants to see instead: if you're in a position to do so, operate your own relay and make it your entry guard. That adds capacity for the network and helps you by mitigating the risk of connecting to a malicious guard.