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SysReq can be restricted https://www.ibm.com/support/pages/securing-options-sys-req-menu.
Issuing a SysReq-2 ENDRQS can cause issues as the callstack is unwound but the job remains 'valid'. This poses a problem that any type of locks or mutexes held by the still-valid job will not be released. Re-entering MQ code in the same job is also very likely to cause resource deadlocks. There is little that MQ can do to 'support' ENDRQS. The CL commands provided by MQ (e.g. WRKMQMMSG) are not currently setup to be request processors (see https://www.ibm.com/docs/en/i/7.4?topic=program-receiving-request-messages#rqmsg) so there is no way for MQ code to currently receive the CPF1907 message sent by ENDRQS (SysReq-2). However you could add a wrapper like this;
and monitor for the CPF1907 message. The only safe thing for MQ to do on receipt of that CPF1907 would be to ENDJOB JOB(*) OPTION(*IMMED) to guarantee that the unwind of the callstack has released its locks. For user-written MQ applications, the application would also need to be written as a request processor and handle the CPF1907 itself.
There would be little value in MQ changing its CL commands to catch an ENDRQS and for MQ to ENDJOB. Once a SysReq-2 has been issued whilst in MQ code, a user must end their job to allow 'owner died' lock recovery.
Therefore this request is being declined.