Yes it would be good to see them. But your point of that email getting blocked because of suspicious URL is valid.
You could scramble the URL using random characters and send it in email to avoid blocking the email. e.g. http://wordfence.org/url/randombase32characters/ and that URL would display the blocked URL.
I checked the scan logs and it does not show the URL's there. It would be a good idea to have them there to make the life easier to find them in the filesystem or database.
Recently got a few emails (possibly false positives) for some links in the cache. But the email and the logs provide absolutely no clue as to which URLs are blocked! It only tells which filename (typically from cache) has suspect URL. That file could potentially have thousands of URLs...
--Amit