We've had a fairly long-standing feature request to set this attribute, but because entities are defined as partial classes the attribute should be set on all members within the generated class and not on the type itself. We've been somewhat wary of bloating these classes further than we do, so have contemplated a switch in the Object Mapper to indicate whether the attributes should be generated at member level only, type level only, or not at all. Because of the internal discussion, and other higher priority items, we haven't yet addressed this.
We are moving to T4 code generation in the next release, and will support developer modifications/overrides to these templates in either that release or one soon after, so we will likely be using this approach when workarounds are required to something we don't yet (or may never) support.