Hello Andreas,
Unfortunately, this is not possible. From the ERP point of view, all connections originate from the Web Dispatcher.
You can set parameter wdisp/add_xforwardedfor_header = true, and Web Dispatcher will add a header field called x-forwarded-for with the original client IP to the request. Applications could read this header field if they wanted to, however SM51 / SM04 etc do not evaluate it.
ICM uses the header field only for logging purposes (see %h1 in icm/HTTP/logging_<xx> - Internet Communication Manager (ICM) - SAP Library).
Regards,
Tobias