[PubQ] Should I mention full MS request in new queries?

After one month of querying (36 agents; 10 rejections), I received my first full request. I've sent it and promptly nudged two agents who asked to be notified of this. As I intend to continue querying, is it common to say something like 'The full manuscript is currently being reviewed by one other agency' in the closing of future query letters? I realize it's only one but it feels like useful context (but you know, I'm kinda biased).

Thanks in advance!