Hello,
DKIM, DMARC, OpenARC, SpamAssassin are emails modules which need to be configured with your email server (such as Postfix, QMail, Sendmail, Exim, etc).
If you're using an external SMTP server, that server should provide you the DKIM (and other) tools ; thus when you want to send an email, you're email client should not have to know your DKIM settings (and your keys) to sign the content.
The email server should check that you have the right to send an email and then, approved it.
Joomla does not have extended email settings to generate the DKIM signature, okay.
Now acymailing (and I suppose other components specialized in emails/newsletters) do have that kind of feature since they need to send a huge number of emails and that's also their core feature.
When you configure the DKIM in acymailing, you have to create a new DKIM entry in your DNS server ; thus it won't use the same domain than your email server (not sharing private key, better for security).
Should HikaShop and other Joomla components implement DKIM features ?
Clearly no. It would mean that nobody would use the Joomla core in order to send email, everybody will have its own implement, everybody will ask you to create a new DKIM domain for their emails, everybody should maintain their PHP email lib, etc.
Would it be great if Joomla could have DKIM settings for the emails ?
It could be interesting for many users, of course.
I don't know how your website is hosted and what kind of email server you're using.
But I do recommend that DKIM is made by the application which handle emails.
When your postfix is right configured, it will verify and generate the DKIM in the received/sent email ; it will do the job it is meant to do.