Changing something like that at this stage of NGUI wouldn't make sense. You can already achieve this by attaching UIForwardEvents script to the object. Also if you want some object's events to be ignored, just disable its collider.
Remember, all the functions like OnClick, OnPress etc they all go to all components attached to the same game object. What if you have a button with UIButton on it that reacts to OnClick, as well as UIPlaySound? Both need to receive OnClick. What if you then attach a 3rd component that does your logic inside regarding "should I really get this event?"
How do you plan on making it so that your script will get this event first, and then somehow magically cancel it for the other 2 attached components? Remember, when you SendMessage to a game object, all attached scripts get this event, and you can't control the order regarding which script will get it first.
Bottom line... it's too late for a change like that in NGUI. The way it works now is how it will remain.