Hi, I thought about it (among other cars that don't have any), and unless it is meant to a modded "sedan" version of it, it isn't very realistic. So unless a WTCC kind of version of it was made, or a rally variant, adding a rollcage to a such car would be pointless. ^^ As for the other cars that can totally be used in races and don't have yet any rollcage, I'm pretty sure one will come by devs at some point. (you've be answered by someone that have way too much interest into rollcages)
Wagon race cars are a thing, just not terribly common. I don't know of any BMW ones, but Volvo and Subaru ones are fairly common. I haven't done any roll tests with the ETK-800 recently but IIRC it has a strong roof. If it doesn't structurally need it then it probably won't come as an official option. Can't be too hard to mod in though. I really want to see a simple roll bar for vehicles as well, especially the Barstow. There are a couple fairly simple parts that I want to see (roll bar, Addler Draggers in black, and a drag racing plate spoiler) and it's making me want to learn how to make mods. I'm sure most or all of them will come when they get to expanding the parts library but with no sign of that in sight...
Yes, it's rare but the ETK would look a bit weird, maybe it is only cool for older cars ? Like Volvos wagons, they looked cool in BTCC in the old days. At least to me that car would look weird, the sedan modded version would make more sense.