When the first version with structured error handling was in Beta, I think, maybe shortly after, I had a discussion with some of the Progress devs at a Progress Conference in France (2008?) about this. I noted that it would be very handy to be able to define inner classes in cases where the inner class owns its entire existence to the outer class, e.g. when a class throws tailor made error object. In the current way, I can delete the class, but the custom error may stay behind and we will ship that dead r-code for years to come.
At first they wondered how one would reference such a class, but then they became very excited about the idea when someone said the outer class should just form part of the namespace of the inner one.
Unfortunately it seems that the the long flight back to Boston killed the excitement and it never made the list. :-)