<hr><i>anonymous claiming to be knu added on 2010-02-27 13:28:44:</i><br>
/wiki_rules: 

5. Hyperlinks
... You can also link to internal anchor names using [#anchor-name], providing you have added the necessary "<a name="anchor-name"></a>" tag to your wiki page.

6. HTML. The following standard HTML elements may be used: <a> ... <h1> <h2> <h3>

So, you can already achieve what you want, albeit by hand, and I would call it "Nice to have", not "Important".