That's a really good idea.
I see it getting quite complicated, though! Dimensions I see are: User's OS, User-agent, ISP/Cell carrier, Transmission protocol (smtp, xmpp, http), service provider (google, microsoft/skype, microsoft/msn).
android.att.xmpp-gtalk.example.com
android.verizon.http-gtalk.example.com
win8.verizon-fios.https-gtalk.example.com
ios.sprint.skype.example.com
Then you might have to also include the sender AND receiver information in the domain, so based on a single request you could see all possible implicated parties.
I also thought about putting the sender in the path of the URI, but I think it should be in the domain name, too. This is because you might get a hit on robots.txt and in that case, you'd only have one half of the route in the domain name.
Finally, including everything in the DNS lets you evaluate whether the name was even resolved, and potentially by whom. Getting a hit that the name was resolved but not fetched over HTTP gives you information about which services might be analyzing links in order to queue them for further investigation.