Joruba: Thank for buying the game!
Your request is noted. We never thought of LAN maybe we should had.
I can't talk in the names of others, but here is my opinion.
Tempest is a game with similar single-multi player profile like Sacred, Torchlight, Windward, and so on. To take it simple it is a game that can be played only in singleplayer and you can get everything (special items and such). I mean the multiplayer is only optional, not required to have any special items. The reason behind the availability of the multiplayer is the pure fun.
This is what I love seeing in a game. No differences between singleplayer and multiplayer, however it is a way more fun to spend the time with your friends. Tempest right now is kinda like an MMO with singleplayer. I know this isn't problem, but since there is nothing you can "cheat off" playing with other players a LAN option couldn't ruin the community.
I don't know if it is just me, but the official multiplayer not works all the times (the icon doesn't shows up at all). A LAN option however could be used by anyone who has a friend. Hosting and joining with the IP address is the easiest way to play with them. I respect the efforts you put in the development, that is why I try to ask for this hosting option. I found this game very promising, and I doesn't want to see its multiplayer option dying like Age of Pirates did. Even better, Tempest has NPCs while playing online, unlike the mentioned game.
I hope you understand what I want to say, English isn't my strongest language you see. :)