I agree with having on-sheet and off-sheet connectors that are easy to use. I know DipTrace can do it 3 different ways, but the problem is one of documentation. In all the companies I've ever worked at, signals flowing into the page are on the left and out of the page are on the right. They aren't "hidden" by connecting without wires and they aren't covered up by having a net port that doesn't share the same name.
It's all about making the schematic easy to read by someone who didn't create it. When you get upwards of 5 to 10 schematic sheets, it needs to be both simple to review and simple to understand so mistakes can be caught easily.
I have wasted my afternoon attempting to create such a in-sheet and out-sheet connector set and am very frustrated with the "tool" at this point.
Diptrace consider netnames to be global at all, so all connections with the same netname are connected across the schematic sheets. This kind of feature is one advantage for the diptrace is offering with respect to other professional EDA tools.