I think jaredh has a good point, this could be useful in some cases.
I'm not sure, like Vaska said, that it is needed as a default feature. Maybe one day a plugin could exist.
In the meanwhile, maybe just inserting an index.html in the same folder of your index.php would probably provide you with the mean to present a temporary "under construction page". Most servers are configured to show html files before php files. You can always access your index.php by implicitly writing it in the URL thus gaining a "preview" mode.
Investigative users will still be able to enter the index.php manually to access the site, but it is all public data in the end, isn't it?