Here is informative blog from Microsoft that indicates that DKIM is on Microsoft's roadmap for 2014.
http://blogs.office.com/2014/02/13/exchange-online-protection-enhancements-part-1/
Statement from the article is as follows:
Closer to the time of MEC 2014, when more new capabilities and enhancements are announced, we’ll introduce some of those new capabilities and enhancements in another blog post, Part 2, including: • End user access to quarantine • Enhanced support for IPV6 • Domain Keys Identified Mail (DKIM) • Match subdomains
Dean Murray -- CloudStrategies.net
UPDATE:
As stated in the recent blog post, DKIM will be probably implemented over the next six to twelve months.