Spine's focus is on skeletal animation and while particle effects are related, they are really a separate project. Particle effects generally require a lot of optimization specific to a particular game toolkit. It would be a lot of work to implement particle effects in Spine and also have them work efficiently for every game toolkit. As you know, some game toolkits, like Unity, already have particle effects built-in. You can get the position and rotation of a bone to render your effects. You may want to use events and AnimationState listeners to control when effects start/stop.
We would like to add support for some limited physics. That would allow bones to automatically react as if there were gravity, wind, etc. This isn't particle effects, but it may help in many areas.