This is unlikely to be implemented any time soon. The gains are rather small, but the work to implement it would be massive.
The code folding options that we offer now are natively supported by wxScintilla's lexers, as they're easy to handle (we only set an option, and the lexer does the rest). If we want to support other folding options, we have to rewrite the lexer code to recognise the class, struct, and namespace keywords and to set the fold level on the lines containing the following braces accordingly. This is not only a lot more complicated than looking for a single '#', it would also mean to modify the wxScintilla sources, which is not good.