There is a very useful modification that does this, and I think it would be awesome to include in the core of phpBB. It's not really a "requirement" or something that phpBB uses, but makes life much easier for especially small board owners.
Eg. On my board there aren't many occasions when a moderator is needed to check the MCP, and so we've sort of gotten into a habbit of not checking the MCP often when there is a report

. If there were a notification then mods would know to check the MCP without having to go through so many clicks.
Comments?
Ticket:
http://tracker.phpbb.com/browse/PHPBB3-10857
PR:
https://github.com/phpbb/phpbb3/pull/809