Actually we already do. If you have View 5.2 or later, you will find the IP address in the event database, attached to the user login entry. This is the right place to go for such information, but if you haven't configured an event database, we write the same information to the connection server's debug log:
2014-01-24T11:40:32.238Z DEBUG (1144-1580) <TP-Processor3> [EventLogger] (SESSION:a7c2-***-684c) Info_Event:[BROKER_USERLOGGEDIN] "User TESTDOM\tesuser1 has logged in":ClientIpAddress=10.20.30.40, Severity=AUDIT_SUCCESS, [more stuff...]