I agree OP. Sector times would be nice. I would love the race results screen that pops up at the end of the race to show each drivers best sector times and best lap times.
As for the posts above, it does throw up a time after each sector but it's not your actual sector time (except for sector 1), it's a current lap time when you hit that sector, which is not the same. Even if it was, I want that data available at the end of the race when I can actually focus on it. Knowledge is power, and knowledge comes from good data. I'm all for receiving some more data.
It's not just a GT thing though. As I remember it... Race Pro is the only game I've owned that provides this info... and F1 2010 has a little of this as well.