That's quite a good idea, but I think there is one issue as of now:
Since the Fortran compiler is an AddOn to Code::Blocks this wizard would fail on a "default" or even "SVN" version of Code::Blocks. So I guess it's a little too early for this to add currently because people usually get confused if things do not work. This would most likely be that case for this option.
Anyway, this surly makes sense after the compiler framework re-design is completed so please keep that in mind and remind (us) later.
With best regards, Morten.