I believe most cameras would not have it as a function in MF mode. In AF i agree, but in MF i dun think any camera has that. Took my friends D40 to try out, same as 40D no circle to indicate that its in focus in MF.
In MF, 40D does not show any indication whether the subject is in focus. Thus, i don't really use MF as my eyes are not that "zhun" to see if the subject is in focus from the small viewfinder. =)
Even if you eyes are as "zhun" as the AF mechanism, you might remember the light route from the lens to the AF sensor is different path to the viewfinder and also different path to the sensor. I'm not sure if these are accurate enough that when u see it super sharp on the view finder, will it be sharp on the sensor