For me, markdown is meant to be readable even when not rendered. I could see how not having persistent graphs and tables might be an issue, but my own philosophy is to start fresh each time - I treat it like a templating language with some convenient rendering features for prototyping, rather than like an IDE.

Your last point also has an upside - it's using different engines (Rmarkdown vs. Sweave). I can write whatever HTML or LaTeX code I want, depending on what's appropriate. I wouldn't want to have to make web documents with LaTeX, nor would I want to make PDFs with HTML.