That will be a very good and useful new feature for DLP, you can submit an idea to this forum.
And, until now, I think you can use darshboard for the workaround.
You need to filter out all the incidents that bound to the user by some conditions firstly, then, save this report. You can then add this report into a darshboard, at last, configure this darshboard as your homepage. There will be all the incidents that bound to you after your login.