I think saving levels is an interesting argument, but definitely changes a lot of the game aspects. I'm certain if this is added, extra levels and other levels will almost certainly break in some form and will need to be updated. It's a difficult thing to implement, but never say never.
There's of course other issues, like most extra levels don't provide any reward at all. I'm also curious on how something like this would work.
It is pretty dang difficult, especially due to the fact that many levels have different algorithms that also need to be saved specifically... plus I think I recall Mike saying that it could be exploited through some way