That would be a cool feature. Don't hold your breath, though. It looks to me like IDM (the authors of UltraEdit) have done what Poco Systems did--they're overextending themselves and devoting all their time on a big, new project, while the "good enough" but longstanding bread-winner product gets ignored.
I'm still waiting for them to make the damned toolbars lockable. Every time I accidentally displace my tab bar, I want to uninstall the thing.