Hold Fire for AT Weapons (Such as Panzershrek, Bazooka etc) is actually pretty easy to implement. Not sure why it hasn't been done yet.
It is actually not as simple as you would think.
Prioritise Vehicles works fine for PAK40, 43, ZiS, 6lb, and M1 just fine. However, the mechanics simply stop working when garrisoned (e.g., garrisoned raketen will target infantry, and after exiting will continue to ignore Prioritise Vehicles). This holds true for AT infanry squads as well. It would work up until the point when they garrison structures.
Additionally, the ability takes up a precious slot on the command card. The team would need to clear up space for every infantry squad to make room for it, and not all infantry has the space to spare. This becomes very difficult when the team tries to standardize ability locations on the command card, especially due to hidden doctrinal abilities. Look at how many abilities UKF sappers have (or Soviet Conscripts have doctrinally) for example.