When you click a URL in the waterfall it gives you the history of that URL. From the history the status is missing. This is really useful if someone says 'how long has that URL been 404ing' etc. The only other way you can find that out is:
1) Hope it's the only URL in the check run with an error and use the events screen
2) Click through every check manually. Obviously a pain in large accounts.
Going further it would be nice to have this feature on Analyze Metrics since often you want to look at a particular URL and investigate it's results or trends across ALL checks if it appears on more than one.
Thank you for your suggestion, this has been promoted to a feature.
Updated: This has unfortunately been pushed until further notice.