Workflow Tip 1
I also want to see this functionality added. Meanwhile, perhaps try opening the Sources where (as you know) you can select a snippet and right click it to run it. You may or may not know that you can tap Esc on this page in order to show the console at the same time as your snippets:
Workflow Tip 2
The snippets documentation also mentions
The ability to quickly locate a specific file can be essential to a developer’s workflow. The DevTools allow you to search across all script, stylesheet and snippet files using the following shortcuts:
Ctrl + O (Windows, Linux)
Cmd + O (Mac OSX)which will work regardless of the panel you are currently in.
…and…
A keyboard shortcut is also available for easily executing a snippet – just select your snippet then use Ctrl/Cmd + Enter to run it. This replicates the behavior of the Run (>) button – currently in the Sources console, but which will be moving into the debugger control in the near future.