Last night I had a timed board transit mission where I had to rescue 9 hostages. I found the first eight in ten minutes, but it took me 25 to find the last one. Today I had a similar experience, and just ended up abandoning the mission.
It's not really a problem on door missions, but on the board transit missions it can be painful, particularly when they are timed. The only real options you have are to kill all, which is annoying on board transit missions as well, or to run around hoping you find them.
Marking the last hostage on the would make these missions not nearly as terrible and makes a lot of sense - most other mission objectives get marked when it's the last one, so why not hostages?