Although I don't have a concrete suggestion for the UI, I think this is a good idea.
Similarly, it would be good to give people a clear way to tell us what exit node they were using at the time (by fingerprint).
Maybe this could look like a "report possibly bad exit node behavior" option in the dropdown. Ideally with shorter text ;) and a *very clear* indication of what data will be sent (e.g. maybe you're fine with reporting the URL, but probably not).