I control my Systemair ventilation system over modbus. It gives me more than 100 entities that I am not able to connect to a Device. My wish for Christmas is Modbus device(s). in Home Assistant. 
Yep, would be great to have similar capability as device map in MQTT, right?
That would be amazing!
fully agree I have the same issue but for BACNET, in the end I have used the climate-template via HACS to get it working… but I needed to add lots of ugly code due to the way HA handles a few things