if you get nex, it will remember selections from one component to the next, its pretty nice. i also use this tool for dealing with multiple selection sets. http://www.creativecrash.com/maya/downloads/scripts-plugins/modeling/curve-tools/c/ya_selectionmanager--2
FunkyBunnies made a script that deals with remembering and recalling selections automatically, but yea it'd be nice if it was incorporated into the package by default. For Max it'd be nice if it worked like Maya (or any other 3D package) when it comes to working directly on isoline wires, as right now you have no choice…
If you look at the script that it calls when you use that hotkey/menu item, it actually says "SelectLoopOrBorder". There might be a way to make it only into "select loop" thing, since I think as soon as you have a border edge selected it will always go into "select the whole border!" mode. I might take a look... My little…