MP4 and MKV containers can contain multiple subtitle streams which are basically the same principle as SRTs.  As you can import SRTs with kdenlive, it makes sense that you should be able to pull out the subtitles from an MP4/MKV that you drag/drop into the project bin.  Perhaps if embedded subtitles are detected in the file, subtitles tracks could automatically be added to the timeline when the file is drag/dropped into the timeline.