Hi Nadine,
This does not seem to be currently possible, you may want to raise an idea in our Ideas section, this will be reviewed by our Product Management to see if they want to modify the design.
Now, to make this field included I would imagine the only way I can think of would be to create a similar custom lookup on Cost plan object, and a process that copies the value from Status Code to it. You will be able then to include this information in Data Warehouse.
I hope this helps -Nika