I've seen this sort of thing a lot- only difference being that the dangling wire usually feeds a 'handy box' receptacle.
Would it be so bad if somebody made their lamps so that the wall plate could neatly attach to a 2-gang "Bell" box? Or had a lip wide enough for a 1/2" conduit punch?
When you think about it, are there any lamps out there that are designed to be added after the house is built?