Hello Nimrod
I experience similar problems in my projects, but I don't have a good answer for you.
Customers (and my managers) often expect PI to do more, to be more like an Enterprise Service Bus (I use 7.1 and it looks like 7.3 offers more).
I have tried using BAPI's instead of Idocs to import finance data. The validation is great, because I can call a BAPI to check the data and get detailed validation messages out. But i found BAPI's don't fit so well with the PI approach as Idocs.
And you can't return a list of validation errors on an FTP interface. I sent the validation output using email.
Using a web application to import a file could allow the validation errors to be displayed to the user before submitting the file.
Kind regards
Steve