Well, yes, you can certainly submit this feature request, but I have a couple of clarification questions for you:
1. When you say that Veeam should detect the failover of the DAG group, do you mean we should have some persistent agent that monitors health of the Exchange server?
2. Assuming there is a way to detect this failover, do you want to add new VM to the job and remove the previous one and run the full backup job cycle?