FQDN host instant reverse lookup for rules, so they work first time, or periodic update of DNS cache for FQDN hosts. We see an issue with round robin style FQDN hosts not being picked up on a rule. The first IP attempt is not resolved and the correct rule doesn't get applied, however the next attempt is from another IP address which doesn't trigger the rule either, it's only once the round robin has gone all the way round that the rule works properly. For example we found this with Exchange Online, using IPs 65.55.88.X for SMTP, the rule wouldn't work unless I used IP hosts instead. Also the fact that they are stored in the volatile cache and get flushed at reboot time just means that FQDN hosts become next to useless after a reboot.
The way DNS works, what you suggest is not plausible. It’s not always possible to retrieve all hosts that are configured for DNS round-robin in one go. It’s also not feasible to do reverse DNS lookups for IP addresses in real time without a huge impact on performance. We will continue to look for other ways to make this kind of feature more effective where we see major gaps.