After the comments on the Mikrotik proxy, I was wondering if there is any intention to provide the above?
Such a connector (which should be cheaply implemented, the controller chips cost pennies) would be a massive advantage to a RouterBoard's usefulness as a proxying system.
Normis mentioned that the CF card is a bottleneck, so this would be a simple solution.
The RB1000 1U case could be easily adapted to take a hard drive, and even a small 450G could easily be set up with an alternative case to fit a 2.5" drive.