We discussed this "issue" with non-printable characters (not only soft hyphens but zero length joiners or non joiners, and others, used more or less frequently in some languages). And Kovid said that there's no easy way to make them visible, let's say through specific or even just a general placeholder which meant "there's something hidden here, be careful".
But I really hope he could make some magic... (If MS Word is capable, why is not Calibre going to be?)
