I could also imagine it being desirable at least to raise a warning from the tool if the login doesn't exist, and possibly to have an alternative setting (probably at a per-database level, possibly even a decision made when committing the user) where trying to create the user without the login existing first would not only warn, but refuse to execute.
I imagine it is also possible that the desire of some users, and possibly dbForge's eventual intent, is that if the dbForge user wants a particular database user to be handled in a manner like this, they would need to use a future filter implementation to tell dbForge to ignore that object for purposes of versioning. Or maybe there's some other technical reason something similar to this may have been considered and rejected in the past, or it might just seem a sufficiently customer-choice-dependent behavior not to be worth implementing. I actually rather approve of the fact that, unlike one of your competitors (at least in the past), you don't script the creation of a missing login with some kind of default password, so it wouldn't surprise me if there is a good reason this option doesn't appear to exist.