Several artists requested an Insert Mesh Brush.
But currently, Pablo is improving performance of switching from one object to another.
Blender offers to you ability to do it in Edit mode or Object mode.
If you are using few primitives, you are not creating heavy meshes.
Edit mode and Object Mode performance is not bad at the point they can’t handle that.
At that level switch to sculpt mode is not unbearable. And when things may become complicated in edit mode, object mode is a solid alternative.
You can also prototype a shape by using Skin modifier or Metaballs or using Dyntopo.
That may be considered slow to have to switch from one mode to another one.
Sculpt mode is an exception of mode not handled by multi-object editing.
Currently, you have to pass Active Object to Object mode to be able to add a new primitive. And when it is done, you have to pass 2 objects to sculpt mode. Former active one and newly added active one.
But that situation will not last. In theory, a switch between Layout workspace and Sculpt workspace should become satisfying.
That should be a lot simpler than adding a lot of object mode tools in Sculpt mode.