Unfortunately, I have seen this issue come up quite a bit recently. I work as a product manager for a company that manufactures large touch screen displays for corporate and education spaces and over the past year this request has come up a lot. When an iPad is connected to one of the touch screens (like an interactive flat panel display), video/audio/charging work without issue, but touch feedback is not supported in most instances, although we have seen this function "kinda" work on some touch screens - but the calibration is usually WAY off.
Although we're currently working with R&D on this, things are not looking too promising without support from Apple's side to develop compatibility within iOS. Although we'd love to work with Apple to get this working, I don't see them doing this any time soon, especially considering how long it took them to switch to support USB-C :-)