I think it would be helpful for debugging or even only for "statistics" to know why a query was blocked in "Recent Queries (showing queries blocked by Pi-hole)".
Currently there are these columns:
Time, Type, Domain, Client, Status, Reply, Action
With Status = "Blocked (gravity)" or "Blocked (exact blacklist)" or "RegEx something"…
But nobody exaxtly knows WHICH blacklist via gravity blocked this query 
I already know yubiuser's pihole_adlist_tool but this is only useful on demand and not via Pi-hole's WebGUI.
Does this make sense for more users or is this only adding value for me?
It can be useful to know but I tend to just leave Pi-hole doing its thing and only need to see that level of detail if I'm diagnosing something. In those situations I use Tools > Search Adlists > Search exact match to find the lists which contain that domain. And this reveals the challenge – a single domain can be present in multiple blocklists, so there would have to be a way to present this in the UI.
The devs will be able to advise but I'm not sure if the way Pi-hole looks up a domain allows this information to be available, since the domain is blocked from the Gravity database, which itself is formed from ingesting and deduplicating multiple adlists plus domain entries. I think the 'live blocking' process is different to the 'search for a domain' process, and its only the latter that can reveal inclusion on a per-list basis.
If it was possible, perhaps a usable UI presentation might be a floating tooltip over the Blocked text (similar to the box that floats over the bar graphs on mouseover) with the adlists for that block listed in there.
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I'm not even start to imagine how this could impact FTL performance, but initial problem with your idea was already described above by chislph.
Some domains will appear on multiple lists. It would be a waste of resources to identify which adlist(s) is(are) responsible for blocking each domain.
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Gravity.db is not deduplicated anymore - we can't say which adlist is "responsible" for blocking a particular domain if the domain is blocked. It's simply blocked by gravity.
Closing as duplicate of Add block list name column in Query Log
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