Did Mycelium forget to implement this feature?
Indeed, I cannot find such a feature in Mycelium.
On the other hand, Mycelium kinda works the same also without HW - if I connect my Nano S once, next day I don't need it for balances and such, I will need it only when I want to sign tx. At least that's how I've been using it the very few times I've used Android wallet to spend.
I've been also thinking on how would Mycelium do with signing a message with that address (you know, to force/trick Mycelium into validating that address somehow) , but I couldn't do that either since the HW wallet is not the first HD account in my Mycelium (is it possible to sign only with the addresses generated by a pure Mycelium HD wallet??)