Hi Juergen,
We're aware that there's interest in this feature, but it's not currently available. One way you could work around this would be to set up Ad Group-level tracking URLs where you embed the IDs yourself, e.g., for Campaign 1234 and Ad Group 999 you could set up a tracking URL like this:
Of course, you would have to do this on every Ad Group, which may not be terribly convenient.
Cheers,
Josh, AdWords API Team