This should certainly be classified as a bug. Filenames for larger sites can get quite large, and dashes certainly aid in readability. I find it sufficiently irritating to have my dashes removed that I've started just using an FTP client.
I have no idea where to post a feature request, but I have one along these lines. There ought to be a subset of the image upload function that takes the name of the image and appends the date, to make massive blogs' (of which I have several) image directories easier to deal with. I name all of my images in the format of YYYYMMDD-description.jpg and YYYYMMDD-description-thumb.jpg, when the image has a corresponding thumbnail. I do this naming by hand, which can be rather laborious. If I needed only upload a series of images and automagically have the thumbnail made, named accordingly, and the date prefix added, it would be a wonderful thing, indeed.
It's worth noting I created an account for the purpose of replying to this thread. The account name requested was "Waldo Jaquith." Then came the confirmation screen, telling me that the account name "WaldoJaquith" had been created.
Ironic, no? This seems like something that needs consideration WordPress-wide.