(Update: sorry - I didn’t read your question carefully enough. What I described was related to your question but wasn’t the correct answer. Hopefully we’ll have options to do insert as you describe when we can create custom queries.)
I made essentially the same request here. It seems the issue is that the relevant SQL command is not standard so can’t be included as an option.
If you’re using MySQL, there is such an option (INSERT IGNORE) and a minor tweak to SqlBuilder.php makes INSERT work like this. Obviously it’s not ideal to modify these files, but that’s what I’m doing and as you say, it makes things simpler (and much faster).