Why? You can just create the solo group after you make the build with select all "add to building"
Use the circle method to make your 45 degree rotation.
Like I said prior, If you seek perfection.
Build a gridded column at the end of your wall. Get a pole that is non gridded. Push F on the column to get the pole to snap to the middle of the column. Then Rotate the pole 90 on the X/Y axis and then rotate again at 45 on the Z axis. Grab the pole and Separate it from the group. Now grab any wall and Snap it to the pole by pressing F. Rather it snaps to the end or the middle of the pole. You can then rotate or shift the wall to the desired location but it will hold the 45. Then delete the pole.
I used a pole in this example but you can do the same method with any object that has snapping points. Just edit your grid sizes for precision.
The reason we don't have it. Is because a wall at a 45 angle is larger then a wall on the X and Y axis. They would have to spend the time to make the extra part and all the roof/floor parts to fit the new 45 wall length. The other issue is the world grid, to make a 45 work with the current wall size. You would have to redesign the code for the build systems world grid to account for the size of the wall difference at 45 but then with that you introduce another set of problems. Because now you cant have a standard size grid. in other words your 1m 2m and 4m grid system would be replaced with ether percentages or fractions. Which would make building more complicated for the casual player. All in all its just not worth or a good idea to implement.
That is why you have Wall Panels. So you can make 45s or other shapes with walls that would otherwise require a complicated grid system.
"Sure they had it in The Sims (yes, I know, different creator).. but easily done im sure." <-- Different programing as well.
The sims used Dynamic Mesh morphing to pull this Off.
To dumb it down, there geometry has the ability to self stretch to the desired length to fill in the gap when the walls are rotated.
Like wise there floors and roofs will also Stretch to fill in the gaps.
Con

you have to make the textures world based. Which means they cant be rotated freely.
Not all textures work with this.
Texture quality can take a hit.
If you go back and play the sims your building is Fixed.
Meaning you cant just freely build any where in any direction.
Your Hard locked in to a specific grid or location on the world map.
Planet coaster allows you the freedom to build in any direction at any height.
So I don't see the devs adding a function that would limit there players the ability to build freely.
Option 2 -
If every one else is OK with the Idea. Tell frontier you want to be able to freely rotate walls on the grid "in place." So instead of the walls snapping to the grid and pushing Z rotates the wall around the 1,2 or 4m grid box. It will instead rotate in place on the grid. "idk maybe add a on/off switch" to lock/unlock in place rotation on the build menu. Then you can just separate it from the group and freely place the wall in the right spot.
Although I would ask them to add snapping points in the centers of every wall face. To make attachments easier without having to use snap kits. but, this last part would be completely up to the devs. It has to do with modifying the way there physics system works. Which can lead to major bugs. -,-'
And no frontier doesn't need to recrate walls to add snap points. It can be done with a script, just tell your compiler to add a center snap point on each Quad Face of the Hit Box for every wall in game. It can be done with a batch compiler. >.> Old school MS Dos, LOL