You're not going to be helped in this regard even by upgrading to IDCS. Adobe is still a relatively anti-intellectual organization, a hand-maiden of pop culture which has no particular appreciation of the book layout needs of intellectuals or their ilk. In short: No. ID doesn't do footnotes unless you want to create them yourself.
If you don't need Unicode or the advance features of ID, you can go with Framemaker, a product which Adobe is now backing away from and probably won't upgrade again in any significant way. (And one which apparently doesn't do a very inspired job of dealing with footnotes, anyway.)
(Do a search on this forum. You'll see many posts about laborious footnote work-arounds and half-baked plug-ins that don't really serve the needs of heavily-annotated manuscripts.)