You're basically saying that when you don't set Windows 7 to automatically connect with a WEP/WPA-protected hotspot, it will always ask for the key next time, right?
What you're looking for actually makes sense. I think however that them MS dudes didn't see it your way. A great suggestion for them to implement, so make sure you do on the Windows 7 website!
That's it; when I don't set it to auto-connect it asks for the key every time. I haven't noticed with WPA2 because I do set that particular connection to auto-connect. It's also rather irritating that I have to uncheck "auto-connect" every time I select a different network.
I'm thinking surely they've thought of this, or maybe it will be in the RTM version. But I'll be sure to post it on the Win7 website.