Working with nested References is not very easy and limited. Most of the power options you get with direct attachments are not available. Probably a lot of reasons for why this is. Nested refs have a reputation for slowing things down.
Maybe it's time enhance the Ref Dialog to emulate the nested Ref workflows... using Direct Attachments, but displaying and translating the users inputs/commands to align with nested Refs expectations.
Could be introduced as a Config Var option, and/or as a Make Direct Attachment-Hierarchical tool.
See previous discussion.