To be perfectly honest I'm still on the fence about
that behaviour.
In some ways it's nice, and it's relatively easier
to debug Maya live because of it than it is Softimage.
On the other hand multiple runs and coarsely
grained iterations tend to pollute the environment beyond
belief, and God forbid you change your mind about a name, or
commit a typo that you repeat further down the line or other
similar mistakes, since you get those odd to debug situations
but without the benefit of having everything plain to read,
and your work is committed to some transient void somewhere.
All in all it's occasionally convenient, but
generally a horrible way to work.
Ultimately I find that either way (Soft's or Maya)
you have a trade off somewhere, in Soft you have to spend
extra time on a framework for persistent items, in Maya on one
to investigate and clean up the mess.
Between the two I probably prefer Soft's by a
small margin, while overly safe it's not as infuriating as
Maya's constant, undoable, easily mis triggered nuking and
committing of anything you happen to dump in a script editor
tab.
I'm not sure I'd consider it a nice to have
feature to make Soft equally twitchy, especially since we have
successfully hooked debuggers and all to it and it's easy to
write a simple framework to work with for transient objects
and experimentation (while Maya's infamous editor nuke is
impossible to prevent).
Try to invest a little bit of time in how you work
through it, and you might find the same way of working will
trickle to your Maya work as well after a while with its added
safety and structure.