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