Not really. Though this should be trivial to do - just start and commit in the base controller life cycle hooks - I would never want or recommend it as he default. Too many things can go wrong with out of hand work, sequencing, assuming that hooks will happen when you do call save methods etc.
Why would you not have that as a default? What things can go wrong? Not having it means you have to think about transactions in every method or you accept database inconsistency.