Not really, because deleting a file is also a change (unless it was freshly added, of course). It's one of those cases where cvs has fostered broken thinking which one gets used to after a while.
"git checkout -- <file>" does exactly the right thing, because typically one doesn't want to pull in the latest version from the server at the same time. The only thing git doesn't get quite right here imo is that it isn't available from git reset; "git reset --hard -- <file>" would have been more logical.
