Hi.
Yep. Really sad. I understand that floor plan views are a symbolic representation of the model that need to have enough flexibility to fulfill a broad range of graphic options to show what we need, but by now it should have evolved to have that graphic options on top of a true horizontal cut of the model. To have these omissions in floor plans -which are a view of the BIM model- is not exactly really pushing the "I" that this version strives for as that model information is nowhere to be seen in floor plans...
And I think that, besides the floor plan view generation concept being kind of weird, the real problem is not the SEOs but the tools themselves. A few versions ago some tools were updated to show SEOs in floor plans (e.g. the roof tool), but the wall and slab tools have not been updated in this matter.
That said, it would depend on what you need the holes for and their shape. If they are simple rectangular holes, you can use the floor opening symbol object in the 2D elements->graphic symbols folder. It has a 3D volume that you can use with SEOs to cut slabs and will give you the 2D you need. I scripted my own hole symbol to be able to link its height to specific building stories and have more display flexibility.
If holes are irregular or curved, you can use the invisible building material Bruce says and use priority, SEO or Merge, depending on what you use with that building material to create the slab hole.
You can of course create the holes within the slab tool like you mention. Just remember that if the hole is the same in several stories and you are going to edit it, do it in 3D in all the slabs at the same time.
Best regards.