I've actually be concidering something like this while trying to decide between hammocks as an addition to a Clark Tropical. With the smaller hammock bed I think it would work without adding much wasted weight, it would also be more like a 2/3 length. My concept would be having an outer floppy DWR layer (similar to the pockets to act as a wind and weather shield) attached with velcro and corner ties or shockcord/toggles along the hammock edge. Then to add insulating layers (probably climashield...) they would just have loops or rings on the corners that would use the corner connections for support and fill the DWR layer. There would obviously be more technical stuff like each layer being wider than the first but I doubt anyone wants nor needs me to ramble on about those.
That being said, I'd love to hear how direct attachment works for you. Sadly I agree with others that the cottage industies probably have it right with the shock cord since everyone quite literaly has their own lay, I'd imagine it would hard to design an attached full length underquilt that would work properly for the majority and not have a lot of wasted insulation or be a hassle to attach. It makes me sad because I too would rather not have to add a bunch a DIY projects but it goes along with hammocking I guess.
Oh, I suppose I should also mention that while weight is a factor for me (I am going to be hauling it around after all) I would rather have what works for me and keeps me super comfy than that saves a couple of oz...just to give you an idea of my thought process/hang style
Also, some of you mentioned that the direct attachment concept had been mentioned in other posts. If you know where they are please post some links!