What kind of feature are you missing? Where do you notice a shortcoming of PTB?

For displaying a caption on a media group, one needs to set the caption parameter on the first element of the list.

Describe the solution you'd like

I'd like to propose a shortcut parameter for the methods that consume a media group; e.g. reply_media_group which will take a caption parameter and apply it on the first element of the list.

• What happens if the first item already has a caption present? Do we overwrite it?
• If caption is being passed, then parse_mode will need to be as well

Let me know if this feature is desirable and I'll get started on making a PR.

Describe alternatives you've considered

No response

Additional context

Example of a media group with a caption

Only the first item in the list needs to have a caption for the whole media group to display it.