If a feature is going to be worked on during mulitple sprints or releases it would be nice to have it appear in both releases so we can track overall effort, and have it appear on roadmaps spanning releases.
In the time since this idea was suggested we have implemented master features. Master features can span multiple releases in that they can include features across multiple releases.
At this time we are unlikely to make a change allowing features to span multiple releases and would suggest using master features when this is needed.
We work on short sprints & release cycles as well, and this would be a great tool for us to show expected work to more technical audiences.