Sorry to see this is unanswered for two weeks, but I work around it simply by extracting a method like
void ItShouldRequestExactly(int n)
{
it["should do " + n + " request"] = () => sendTimes.should_be(n);
}
This is DRY enough for me in most cases. You get however subtle problems when you pass in objects which are actually initialized at spec execution time, but for this simple example it fits perfectly. I sadly don't see another way to inject such mixin assertions into a context.