Yes, this is something that I would also like. Upgrading is difficult because I first have to move the previous latest.tar.gz file out of the way, and rename the previously extracted wordpress directory to something else, then I can download the new latest.tar.gz and extract the new wordpress directory.
It would be much friendlier if WordPress could be downloaded like every other piece of open source software out there. That is, a wordpress-1.5.2.tar.gz file would contain a wordpress-1.5.2 directory.
