Not sure that this is really needed. You can already either click on any line in the contiguous shape and then press TAB to select all the line segments or you can group the lines for even more powerful way of manipulating the geometry. Grouping is my favourite because it allows you to use the align tool on the shape without moving any of the line segments.
What you really want is polyline support (not just rectangle, but romboids, trapezoids, polygons, etc). Because closed polylines gives you area and perimeter totals. And you can edit them very easy by dragging the blue grips. It's really annoying when you want to edit a slab contour in Revit. Need to do multiple trim/extend commands. It would be really easy to just drag some grips.
@dplumb_BWBR: I didn't know that. Thanks. I was trying to mimic Autocad behaviour: few polylines instead of hundred lines = fewer elements=smaller file=faster editing. I don't know if that actually counts in Revit as it does in Autocad (when strictly referring to lines/polylines).