Currently when sampling is used to generate the data points, the DataItem property of the DataPoint is null and there is no way to find out which data items have been used to generate the data point. A new property can be introduced (DataItems) which can contain the data items in mind. Available in R1 2017 Release
I agree, it would be very helpful if this feature was implemented.
from what I've seen so far there is always a way to work around this but it would be very helpful!