I have been working on a script to update SDE connection file information in mxd files. As part of this script I was using a UNC path to get to the updated SDE connection files. Although this created some temporary broken connections, it also showed promise in being able to have an enterprise GIS environment where the SDE connection information for mxds could be updated in the .sde connection files instead of in the mxds themselves. For my organization this would be the difference between updating 200 .sde files compared to over 200,000 SDE connections inside of mxds (that would be quite a big time and money savings).
I propose that ESRI provide the option of either embedding the SDE connection file information inside the mxds (as is currently done) or allowing this information to be brought into the mxd through the .sde connection files (available because of this bug, but incorporated into the base software).