I have had this same problem, and it was a costly one.  It's not really a "feature."  Electrum generates new change addresses when you send money from an imported private key, and these change addresses do not correspond to the imported private key.  I think this is a dangerous unpredictable behavior that needs to get removed from a future version.  At very least, users should be warned when they send money from an imported address not to expect the change to hit that same imported address.  The advice to save all seeds is pointless because it defeats the whole purpose of using a brainwallet--what good is a brainwallet if you have lots of seed files on every machine you touch?