this concept has been discussed before as "return addresses". it would marginally increase the transaction size and thus the storage requirements, but it's possible and seems reasonable. it looks like no one pursued it since knaccc formalized it. nevertheless it's on the roadmap ("Future" tab).
https://old.reddit.com/r/Monero/comments/b0gjud/monero_return_addresses_who_would_use_this_feature/