Seems like an obvious must-have, even for many fiction writers. Can this be implemented?
No, I won’t be implementing footnotes. While some fiction writers will have a need for footnotes, the proportion is too low to warrant the work and the inclusion in SmartEdit Writer. More complex tasks like this require a more complex, all encompassing product, like MS Word.
I just make a note using an * or put the footnote text in  brackets, then insert the footnote when I’m laying out the book in QuarkXpress.