That said, I'm not asking for this to be the default. I only want to
know how it can be achieved. The code will be put in my style file or
module.

i'll add rule=paragraph (i.e. listen to the first following paragraph if possible) ... you need to document it as for sure i forget about it

Awesome!  Thanks, Hans!  Once this becomes available and I test it, I'll update the documentation for Footnotes on Context Garden.
 
Is it possible to determine the direction of the first line of footnote
block while typesetting the footnote rule? I imagine it should not be
difficult in Lua. Note that this may be the leftover from a long
footnote that started on some previous page.

—MHB