The VisualisationVector exists as a separate idea, because XDMF really only supports vertex or cell centred data (actually not quite true, as quadratic elements can be represented, but that is not supported in DOLFIN yet). Higher order FunctionSpaces are interpolated to vertex-centred for visualisation. Clearly that is not acceptable for data analysis, so you can save the full Vector separately.
What you are asking for could be implemented, but if anything, most demand has been for separate h5 files (to mitigate against data loss in case of a crash). HDF5 is not very tolerant of unclosed files...