The reason I want it is for good integration with my continuous integration system, so it can tell me more than "success"/"fail" across a whole set of tests with out my having to look into the log files for each separate test run. Also it can give counts of the number of tests, and let me drill in and see the history of individual tests. For example, if a specific fact failed today, is this this first time it has ever failed, or has it failed a number of times in the past few weeks. What was the first check in that caused that failure.
When I first started using Clojure the fact that Midje did not support junit output was almost enough to prevent me from using it. (Until I compared Midje to the other options.)
We use JetBrain's TeamCity CI system, other systems have similar features built on the JUnit style output, such as opensource Jenkins & Hudson.
This is the kind of feature that is not important everyday and when tests are all being successful, but can be a godsend in larger projects when things get messy or when you want a quick sense of the kind of test coverage a module has since you can see the name of each fact in each test.
I'd like to say I'd take a look at it, although it may not be that realistic. I'll see if I can get to it.
Eric