I agree that it would be awesome if it did that. Loosing VLAN's and tunnels is pretty major, as are rules, aliases, etc.
As a work around, it's pretty simple to boot up, figure out what the new interface name is, edit the config file to replace the old interface name with the new, copy the config into place, reboot and roll along. Generally it can be done in less than five minutes IF you expect it and have already figured out where the config file is and backed up before hand.