That might be a big request, as it isn't in the core :) Not sure how other engines do it, perhaps they create geometry tied to the light with a volume material on it? Not being great with Expresso, would it be possible to create a library object of some kind that was just that, a light with a cone attached where adjusting the directionality / spotlight parameters would adjust the geometry too so that it was always large enough to catch the volumes?
Of course, then it would still catch the volumes of other lights passing through that geometry too, since volumetrics are a property of the medium the light goes through, not of the light itself :) An include / exclude list might work for that though, to keep the geometry only affected by one light... but then adding it to the scene would need all the lights updated to exclude that particular geometry, so even that would be complex to set up automatically.