A good solution might be to use a super capacitor in a PSU to give you enough power to last some amount of seconds (a few minutes would be great, then you can power off gracefully). But are enough people going to want to pay extra for this feature to make it viable?

Last time I looked into this, super capacitors had roughly 1/10 the energy density of a similarly sized battery. If you are really interested you can probably calculate what physical size it needs to be to get some amount of uptime based on the size of existing UPS system batteries.