To be fair, the gobbo's, although they have a unquie dwarf senseing ability to find your fortress ANYWHERE in the world, do not know where to dig, and how to get there.
Siege mechanics back in the midevil times where a sapper was called for, was in many accounts, there to collapse a wall. Opening a hole into an enemy fortress would be almost suicidal. A tiny space negated your numbers, and the defenders simply could push the invaders back.
Unlike in fantasy world, where a spell or giant monster could simply batter down a door, or clear a hallway, attackers most always had to rely on a good "3 to 1" rule for attacking a barricaded area. A single man could hold a doorway, since all he had to do was fight one or two enemies at a time.
If sappers were employed in dwarf fortress, I think they would be more inclined to try and simply destroy walls. A ton of forts that I have seen use walls as a "funnel" into a much safer area to deal with gobs. A sapper could also construct ramps if needed, or in extreme cases, use himself as a battering ram. (ALA Warcraft syle.)
In all these cases, a sapper would most likely cause a player to sally forth and try to drive back invaders, instead of simply "Lock the door, and wait 'em out"
Sieges are fine how they are. The AI could be worked upon, but what they would actually do is up to Toady. <3