This was a problem for me as well. If only users with the ability to publish can utilize the custom post statuses in the edit screen, it limits the uses of custom statuses. If the ability to use each status could be assigned to each user role as necessary, the possibilities would be greatly expanded.
For example, I have two levels of editors in one site. Section Editors cannot publish, but I would like to create a custom status for them to bump posts from "Pending Review" to the Managing Editor (who then would takes it from that second review level to "Submitted to Publish" so the Publisher knows it is ready. Right now, I can't use two levels of review statuses because the Section Editors can't access the custom statuses.