I agree that it would be nice if you could apply, or at least selectively remove, Dehaze in LR via local adjustments. However, something similar can be done using Dehaze as an ACR Filter in PS on a layer, and then masking away the effect where you don't want it. As a qualifier though, I found that the maximum strength of Dehaze as an ACR Filter is lower than what you see when using it directly in ACR, or in LR. (If the extra strength is needed, Dehaze could be applied in ACR/LR to a copy of the original file, and then that copy could be used as a masked layer in PS.)
I'm attaching some files that show the effect of Dehaze on an unremarkable image, except that its distant haze makes it a good test subject.
Image 1: No Dehaze applied.
Image 2: Dehaze of +100 applied as an ACR Filter in PS.
Image 3: Same as 2, but the ACR Filter effect has been masked on a layer, and restricted by a gradient to the upper mountains area.
Image 4: Dehaze of +100 applied in LR (or equivalently, directly in ACR, not as a filter), not masked.