Why don't we do this in the normal transmit processing.
There is already so much policy mechanism filters/actions/qdisc that
doing it in higher level is fighting against these.

Are you proposing that TX queue selection be done in the qdiscs?  The
queue has to be selected before taking the lock (cannot afford taking
a lock over the whole interface).  This would necessitate moving the
locking and probably rearranging a lot of the xmit code around that.

Tom