Should SET ROLE inherit config params?

All,

I was just noticing that doing SET ROLE changes the current session's 
priviledges, but not any runtime configuration parameters (like work_mem 
or statement_timeout) associated with the new role.

This is as documented (although I want to add a line to SET ROLE docs) 
but is it the behavior we want?  I for one would like SET ROLE to change 
runtime configs.

--Josh