Tools>Sketch Tools>Check Sketch for Feature will provide you with all the checks for each feature possibility. Are there any specific checks that this tool does not do that you are looking for?
No real answer for you, like you, most things I do to check sketches are manual, the check sketch feature is a small help, but not robust enough for my taste, just thought I would let you know that I agree with you on the poor feedback for this type of thing, among other areas that feedback is lacking or none existent, I have submitted enhancement requests on things like this in the past, no response, but if we keep giving them feeback on what we think should be happening who knows, someday they may hear...
I have never used that "sketch for feature" option ... seems just as long as closing the sketch and trying to form a given feature. I think AutoCAD does this very well with graphic feedback (Color changes).
But I will give this method more of a chance. Thanks Charles.