So did diagonal wires ever get added to the schematic? Stepping them as above looks pretty bad and it seems like it would be quite a basic feature to have.
This was the only reference to it I could find on the forum.
Drawing Schematics, Hierarchical Design, BOM, Exporting net-lists, etc.
I usually make the component match the connector while building the component, looks much better and is a lot less confusing. One PCB package I've used would loop over a crossing, but in most cases nowdays there isn't E sized drawings with everything wired up, just A size drawings with net ports.