It can be a good idea, if that's what you need.
GADTs are not directly to do with this idea (if you want to know more about GADTs, probably better to google GADTs and read some of the links, and/or ask a separate Stackoverflow question).
There's no built in support for the same reason there's no built in support for graphics, matrix operations, or most other things; there's no need for support to be built in, because it can be added perfectly well by libraries, such as the HList package (indeed, even most of the functionality that is "built in" to Haskell is actually merely implemented in libraries; just libraries that happen to be always distributed with Haskell).
HList has fancy types for representing "heterogenous lists" and convenient functions for performing operations on them, and also uses these to develop "extensible records". HLists basically are equivalent to what you could do by developing your nested tuple idea further, so your basic idea is good enough that someone's already thought of it. :)