Within the mechanics (without cheating) in the vanilla game, it is extremely rare to have more than 10-12 holdings at any point. While you CAN build stuff in them, I'm not counting any sub-county holdings you've directly vassalized as the AI will build things in these holdings out of its own pocket (the build order is moddable as well!) The developers clearly felt that the UI was sufficient to manage 10-12 holdings without imposing an undue amount of strain on the players.
I use the word "undue" very particularly. I feel, and I believe many of the developers and other players agree with me, that part of the challenge and realism of the game is having "too much to do" when your reach extends your grasp. Conquer the whole world and have only single county counts as your vassals to keep anyone from getting too powerful? You're gonna get swamped with messages making the game unplayable unless you give out some titles and delegate authority. In short, IMO it's a design feature of the game and I wouldn't expect it to get changed in vanilla.
That said, the UI is moddable. Repost this in the modding forum and someone might pick up your request (maybe someone already has). Failing that, you could always do it yourself.
Quick edit: Personally I wouldn't use such a feature because it probably necessitate MORE micromanagement, not less, in a real time strategy game. What if you suddenly found yourself needing to bribe people for a plot or hire mercs and didn't have enough money to do that AND maintain your construction queues. You'd have to go through and individually pause/cancel all of your queues. Considering that would likely happen a lot, you'd probably find yourself on your holding screens a lot more than if you had no queue at all.
