I think we all do, but this is definitely something that drives sales of their LiteSpeed Enterprise paid service so they'd probably like to keep it as a premium feature.
The documentation suggests you can get ESI support with OLS if you also use QUIC.cloud:
OpenLiteSpeed does not support ESI functionality. You will need LiteSpeed Web Server Enterprise, LiteSpeed Web ADC, or QUIC.cloud CDN in order to use ESI.