One of the straightforward (literally) responses to your question would be: “If it were easy & fruitful, Sense would have implemented it already” … the fact is there are much more significant data sources (energy monitoring smart plugs) that, I believe, take priority in the highly iterative development cycle: on the backs of giants & big data.
That said, I am sure that Sense is thinking about integration with all manner of smart switches with the possibility of inferring energy use as you suggest … and prime among those would be ubiquitous brands like Lutron. The Philips Hue integration is similar and the energy use is inferred. Thermostats like Ecobee and Nest are up there as well but companies are companie$
Here’s a guess: Sense gets over the “chasm” and the money starts flowing from the likes of Lutron … bingo, problem solved!
[Would not be at all surprised if Lutron starts making an energy monitoring switch btw. Much more fun!]