Late to the party here but the coverage reporting in PR has been attempted before and the efforts stalled due the difficulty of combining coverage reports from different suite runs.
Some part of the code is only covered by tests run on Postgres, MySQL, Oracle or a particular Python version for example so there needs to be a coordinated job that collects all of the .coverage data artifacts and then combine them otherwise the resulting coverage report will be lacking or improperly reporting that some areas are not covered (e.g. if we only use the SQLite test run and Postgres only changes are introduced).
This is especially difficult because some tests are run on Jenkins (the vast majority) and others on Github.