Since everyone seems to need this, we have started to work on it.
This is really a first release, you can only have 1 nested level now. And this will probably only work with teoz engine.
@startuml
!pragma teoz true
box "component"
box "sub1"
participant a
endbox
box "sub2"
participant b
endbox
end box
@enduml
There are probably a lot of issues, it's only a first step