The Seymour Duncan Vapor Trail delay allows you to insert an effect that is only applied to the wet delayed signal - it's a really fun feature and opens a lot of doors sonically.
Something on the Kemper like this would be amazing - if you could have a parameter on the delays that could be 'Use slot on wet' and allow you to select a slot number, and this effect gets taken out of the main chain and only applied to the wet signal.
Use effect on delay trails only
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Many of the delays already can include effects in the Delay trails without needing to use an additional FX Slot. For some examples, give the Advanced Delay presets a listen
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The new delays are incredible and there is a lot of flexibility, but your suggestion wouldn't cover a lot of cases. For example, fuzz or wah on delayed signal only.