One of the recommended methods to trap payload data in an XE session is via the use of the event_file target. Sending data to a file has numerous benefits such as being able to take the trace and evaluate the trace file from a different machine (locally to that machine).
As of SSMS 17.4 we have been given the ability to control XEvents Profiler just a tiny bit more. For what it is worth, we as Database Professionals love to be able to control our database environment. So this teeny tiny bit of new control ability is potentially a huge win, right?