Hi Mikael,
I know exactly what you're talking about. I've only seen this behavior in Avid Media Composer. Your request is a good one, though.

Keep those feature requests coming. We really want your feedback and filing feature requests is the right way to do it. If you can get your friends and colleagues to file feature requests on your behalf, all the better.

Well to add to the feature request list, it would be nice to have audio waveforms in nested sequences. Also when dragging an audio clip the waveforms disappear, would be nice if they would stay put.

That would be a good feature request. I'd like to see it too. Go for it: Feature Request and Bug Report Form