Yeah, this is presently not possible unfortunately.
I think this could be potentially confusing unless it threw a warning when attempting to read the file - because you might not know why a variable would be undefined.
If we did this, it would need to be a config setting, default off, in ansible.cfg.
I'm not yet sure that we need to, but one thing that is not possible is to prompt at load time, because you might be halfway into the playbook run -- this would make it hard to run ansible via expect type scripts and it would be unpredictable when a prompt might come up.