Just to expand on why I would find this capability super useful.
I take notes for work about projects and site walks. I like my notes to be well organized and look good because when I am done with them I like to be able to print them out to include them in the hard-copy fold that lives with each project and opportunity. By having the H1, H2, and H3 type headings available I could keep my note taking in Evernote without having to open Word. In Evernote, you can create your own version of the heading sizes by applying Bold, and increase the size of the font, so it's not the end of the world, but it would be good to have for the speed of use.
Now, I do use Word for my master note sheet, then drag and drop the Word doc into a note in Evernote. This is fine, it's just an extra step and I have the risk of versioning since there is also a version living on our local server.
I would still like to see more Wordprocessing style features incorporated into Evernote. It has the opportunity to be a great application for creating documents. Evernote also needs to fix the print formatting, but that's another conversation.