I agree, this would be nice, my clients are always asking how they can print the member directory. There are two types of requests:
1) ability to generate a directory that ADMINs can distribute or print;
2) a way to allow MEMBERS to pick fields and print (or export) the entire directory.
Also a "show all records" option in the dropdown would make sense. Users don't really like to be forced to paginate.
I'm new to WA but I agree that private/public policies for groups should be on the wishlist. I'm running into a similar issue.