This would be great UX. Hopefully there’s a plugin and I just missed it.
Not directly what you are requesting but you can configure a hotkey in Obsidian to launch the native hotkeys configuration panel using Advanced URI and Shell commands plugins. The example below is from mac.
open "obsidian://advanced-uri?settingid=hotkeys"
The practical difference to your request is that you need to use a new dedicated shortcut to configure hotkeys compared to using ⌘P and then ⌘⇧H for that purpose. The difference is very small.
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oh sweet! I love this as a workaround though. really appreciate you sharing