使用内置的defer运算符设法查找解决方案，该运算符等待订阅并返回新鲜的Observable:

Managed to find a solution using the built in defer operator which waits for a subscription and returns a fresh observable:

getMyHttpObservable(...) {
    const myHttpObservable = createRequestObservable(...);
    return Observable.defer(() => {
        setLoadingIndicator(true);
        return myHttpObservable.finally(() => setLoadingIndicator(false));
    });
}

又矮又短.