There are only three cases where it is needed to be read back or confirmed:
1) On or before first cleared altitude on departure,
2) On first cleared descent from a FL to an altitude, and
3) If the QNH changes.
Anything else becomes either ATC clutter or potential for confusion.
End of story, surely ... ?
So your clearance includes a SID which has an altitude in it, i.e. your first cleared altitude on departure, so you need the QNH. As for saying the ATIS has it, well the number of times the letter given is about 10 out is incredible as well as calling on GMC for clearance when GMP has been open on the ATIS for 90 minutes is incredible, so why can I trust you to get the QNH correct.
BTW BigBoeing is correct in that we sometimes miss the QNH in the rapid delivery of all that information in a 'foreign' accent. So sorry if you have to repeat it but surely better twice than not at all, no?