Since this is a forum for Suggestions, are you saying that Plesk should not ever be setup to create these automatically? Don't you think that some kind of default entry, or SPF manager that handles the majority of situations, should be created?
I realize I can do this myself, with a lot of research. I have already done quite a bit, reading the forums as you suggest, and the pobox.com Web site, but it is still pretty confusing. In particular, in a shared IP environment, it is not clear how to set up the DNS records related to the machine name (the one that responds to HELO). There are posts that seem to suggest you need to setup separate entries for each mechanism, and yet no mention of that in the setup wizard.
Since Plesk basically has two setups, with shared IP and dedicated IP, and it runs its own DNS, I would think PLESK could be improved to handle at least these two SPF situations automatically and correctly.