I understand your point about the browser needing to be "well behaved", but I care only about its behavior towards me, not its behavior towards the server.

Server admins, of course, will have a slightly different point of view. But the way I look at it, if it was that important, it wouldn't be so easy to change. The way it is now is perfect -- you average Joe isn't going to be tying up more than 2 connections unnecessarily (with images, stylesheets, etc) but those who know where to go for the registry hack will get what they want. As the W32.Blaster worm shows us, a vast majority of people never change the default settings of the software they use.