No, I don't forget things! :p
The feature request doesn't make sense. The key that had the curve before still has the same curve, no data is lost (we call them curves, not splines :p).
What exactly would you like to happen when you add a key after a key that has a curve?
Do you want the new key to get the same curve? I don't think that makes sense. You have keyframes A -> C. A has a curve so the transition is slow, then fast. Now you add keyframe B between A and C. If B gets the same curve as A then you have: A transitions slow then fast to B which transitions slow then fast to C. This may or may not be what you want to happen. Spine doesn't know what curve you want on B. If the curve is copied from A this is just a guess, and probably not a good guess.
I think if you add a key then the curves in that area need to be modified to make sense with the new key. There is no way for Spine to know what you want. This is open for discussion, of course.