I have a similar "issue" with my A4000 setup, but to be honest, it doesn't bother me.
I have my Radeon card connected via DVI and the native output via VGA. To flip between the inputs I have to press a button on the front of my monitor. However, if I close my RTG screen completely it is smart enought to jump back to the VGA input.
I guess the reason it doesn't bother me is I still remember having to twist the A-B dial on my old VGA switcher box.
