Since most of my projects require importing big amount of Excel data into InDesign with usually up to 600 links from one Excel file there is a feature that's missing inside InDesign and that is Link info of the imported cells. The reason why this is required is because sometimes the Excel document changes and it's hard to track where those certain cells where imported from.
That would be a good feature request, especially if using named regions from Excel.
I think the best option would be to break the Excel sheets into separate files with VBA code.
Here is one example of the code: goo.gl/LJ9S2j
It has the option to keep or break any links between the sheet
I've submitted the feature request do Adobe.