I've wondered for a while now what the limitations are for implementing such a feature. I've found an extraordinarily convoluted work-around online (http://www.gnuplotting.org/object-placement-using-a-data-file/), but I believe the utility of the feature is sufficient to ask that this be part of core gnuplot functionality. The idea is as follows: say the user has a set of coordinates that describe a polygon, and they want to use this as their point type in a plot. This could be done using the "set object <index> polygon..." command. Then in the script type
plot sin(x) w polygon <index>
and the polygon object would be placed at the points specified by sin(x).
Additional parameters: the data could be read in like "with ellipses" currently are, in which the third column (major axis) and fourth column (minor axis) determine scaling in x and y, and fifth column (angle) rotates the polygon after scaling.