I have had this same problem, and it was a costly one. It's not really a "feature." Electrum generates new change addresses when you send money from an imported private key, and these change addresses do not correspond to the imported private key. I think this is a dangerous unpredictable behavior that needs to get removed from a future version.
No, your problem is completely different from the OP. afaict, the OP's money is not lost.
You imported a private key, sent money from that imported address, and you expected the change to be sent back to your imported address.
However, the change was sent to a change address, which is generated from your seed.
You did not save your seed, and you deleted your wallet, keeping only the private key of your imported address. This is how you lost money.
Concerning your suggestion:
The change coming from an imported key could indeed be sent back to that key, but I am not sure if you really understand all the implications such a behaviour would have:
1. where should change be sent when one transaction input is imported and the other is not? what are the user expectations going to be in that case?
2. in general, it is safer to send change to an Electrum address, because those addresses are recoverable from seed; imported keys are not.
At very least, users should be warned when they send money from an imported address not to expect the change to hit that same imported address.
Electrum told you to save your seed, and it also told you to be careful when you imported private keys. You ignored those two warnings.
Do you think that adding a third warning will prevent that? I am not so sure about that...
I am willing to modify the message of the second warning, adding the info you suggest.
However, I do not think it would be a good idea to create a third warning; more warnings result in people paying less attention to them
The advice to save all seeds is pointless because it defeats the whole purpose of using a brainwallet--what good is a brainwallet if you have lots of seed files on every machine you touch?
You can use the same seed on every machine you use.
This is how people actually use it: create your seed on one machine, and restore your wallet from that seed on other machines.