I think devs are aware of this and may take a look during beta as I’ve read once. As there is not only Shengen with open borders around the globe, it needs bit of a global solution. Also a more realistic route generation for modded airlines is something, which should come during beta.
Actually you can create a Shengen zone already. There is an airport file in your game files. If you change the country-code of all Shengen countries for example in to “EU”, and your savegame is also in the country “EU” (change savegame file), then all those destinations will be handled as domestic flights and do not require further passport control.
Switch to this topic if you want to know more about those changes: