I have used a digital mixer and I know exactly what you mean. While I agree that such a feature would "in theory" be nice, as soon as you start to think about it it becomes practically impossible. How do you decide which features are part of a "mix"? Just the fader settings? How about panning? EQ? Compression? Bus routing? Reverb? Other plugins? Automation?
This only really works if the hardware is fixed. I suppose Sonar could do it by giving you the same material as a digital mixer - like, EQ and basic dynamics on every channel, and a multi effect or two. But my guess is nobody would actually end up mixing that way because everybody wants to use his favorite plug ins and so on.
To me this explains the benefits of having mix scenes. You could have a "save as mix scene" command that brings up a dialog box that lets you choose what to save as part of a scene and what to leave "as is" ( Pro Channel, effects bins, sends, busses, etc. ) Almost like a project template but a more on the fly approach. Project templates could have default scenes that they open with on new projects and then be saved with the project.
You could have several alternative mixes, save them as a scenes and always be able to revert to any previous version with one mouse click without leaving the project.
As it is "save as" is cool and you can keep alternative mixes in the original project folder and share the same audio folder but scenes seem like a cool idea to me. Just some food for thought.
Rocky