I think it is more architecture change request than a feature request…
It is second time I am facing this problem in one Yii project - the "discipline" (the strategy) of creating controller and calling its actions is tightly coupled to the web application. This way mapping scheme of controllers and actions is hard to change. Also it is hard to rearrange segments of the URL. It is hard coded that the web application is MVC. I soon tried to create web application over other architecture - not MVC. The Yii gives this freedom and is fits perfectly for architecture enviroment. But tight coupling between the application and the MVC is a problem that forces me to rewrite CWebApplication class…
This is not urgent or important request. If it is said that Yii is ONLY MVC, then it is ok. But in my mind Yii is very close to host different architecture and I will be glad to see if you think about it in the next version.
I hope I did made myself clear in the right way - I don’t want to make revolutions or evolutions or whatever, I like Yii very much as it is now, I just saw an opportunity for Yii to become even better… 
Thanks for your time to read this.