Don't a bunch of the older special characters have rules like that? All the Tau special characters are limited to games of 1.5k or larger.
That said, I don't really agree with you. Sure, Marneus Calgar probably only sets out to fight in big 10k battles, but there are lots of reasons he could end up in a smaller engagement. Marneus and his (extensive, one thousand point) bodyguard could end up being ambushed on their way somewhere, or the battle you're playing could be just a small part of a larger conflict.