Aside from the code issue, it seems like a commonsensical thing to do,'til you get to the point of putting the wiring into the boxes. Doesn't seem likely that they could ever adequately close off the box opening, or adequately clamp the cable, with that extra conductor added to the cable. Of course, I'm sure UL hasn't tested such a set-up, so there's no way to be assured that the connection would work.
