I've thought about this but I held back on putting it in the initial release because it could clash with Safari's "Open safe files after downloading" feature (basically, Hazel and Safari would both race to see who could get to the file first).
The other issue is whether I should have one open action, or a bunch of more specific actions. With one open action, if the user is not careful with their rules, they could end up launching an application. While Mac malware is much less common, it could still be a security hole. If I were to have specific actions, there would be an "unpack archive" action, for instance. It would do nothing if an application somehow matched, it wouldn't get launched. The problem with this is a bunch of actions instead of one.
To make a long story short, I'm definitely thinking about it but am working through the details. Definitely send me more feedback and examples of use as it helps to shape my perceptions of how people use or expect to use it.
I'll look into both Omniweb and Transmission. Hopefully, they have the right hooks there for Hazel to do its work without interfering. If not, then, well, it will be difficult.
Thanks for the feedback.