Yup, this would require a firmware mod to Marlin to add this functionality in. The basic problem is that (un)loading is actually different for each model of printer, so the Marlin guys couldn't do something generic without lots of additional firmware configuration.
Other Marlin-based printers (like the Original Prusa) just code in their length of the filament feed and hot zone to allow (un)loading filament menu options. Even then they don't do the heat-up phase, because the heating requires knowledge of the type of filament being (un)loaded.
It is possible to hack together a similar mod that would handle unload easily enough (since I know the length of the heat transition area and I can just overrun the bowden length to be pretty sure that I got it all out. The problem is loading the filament is really dependent on the length of the bowden tube. I don't know how consistent they are about trimming those tubes. I know from my last trip over to XMachines, that my own tubing is shorter than expected.