Agreed it would potentially be useful to know what page the user had been on when they decided to click Contact Admin. Regardless of whether that ends up being useful in all cases or not, and regardless of whether it was in context of a specific post or forum or not.
No, there isn't anything already in phpBB which is attempting to do that for the "Contact Us" page. Sounds like an easy enhancement that could be posted in the Ideas list
for future consideration.
It wouldn't be too much change in /phpbb/message/admin_form.php to simply append the HTTP referer header value to the message body. But the solution really should have better functionality than that.