I did think about this when designing the zone expansion board, but made the conscious decision of not adding COM wire to the expansion cable. There are a few reasons. One is that I assume the expansion boards are always placed close to the main controller (conceptually they should be considered as part of the main controller). As such, one COM port on the main controller is sufficient. Second, the COM wire carries 24VAC high voltage, while the other wires on the extension cable all carry low-voltage logic signals. In case someone accidentally plugged in the extension cable incorrectly (or made a custom extension cable but wired it incorrectly), having 24VAC wire mixed among the other wires increases the risk of damage. Also, adding the COM wire would require each expansion board to have a COM terminal block as well, which would require re-designing the expansion board enclosure.
If you have multiple expansion boards placed far apart from each other, you can run one COM wire from the main controller to the last expansion board, and the middle expansion boards can ‘tap’ into that COM wire as it runs by them. Just imagine the COM wire is an additional wire that runs along with the extension cable. Hope the ascii diagram below makes sense:
MC ———> EXP1 ———-> EXP2 ———-> EXP3
COM___________|______________|______________|