Actually, I didn't notice I was requesting a new feature - I thought that I was missing something out of the interface!
And I just realized the same can be applied to the EnumDataType as well...
At the moment, I'm dealing with these using a String that is a concatenation of values with a separator ( ';' ) and then splitting it in an array, in Java code.
Since I worked around a solution, it is not so necessary anymore; I'm adding an optional JIRA anyway, if you like.
I guess that in the Guvnor's Editor for Data Assignments window, you could add an "Add Values" button next to the "To Value" column, and that button would open a new window with a three-column table, similar to the "Editor for Data Input" window, where the first column with the item type (String, Integer, Object, ...), and the second/third, with the standard/custom value.