Yeah it's kind of infuriating really. It's not like it's an uncommon workflow either. Everywhere I've worked people end up with PRs that just say "this depends on this other PR; ignore the first commit".
Gitlab kind of supports it - if your second PR's target branch is the first PR then it will only show you the code from the second PR and it will automatically update the target branch to master when the first one gets merged. I wouldn't say it's first class support though.
Sapling sort of has support for making it work on GitHub: https://sapling-scm.com/docs/addons/reviewstack/
And there was some forge that supports Jujutsu that has proper first class support, but I can't find it now.
Anyway it's a very useful workflow that lots of people want and kind of insane that it isn't well supported by GitHub.
To be fair I can't remember the last time GitHub introduced any really new features. It's basically in maintenance mode.