Only Rename the class name between class and {...}

Question

I change the name property of one class and find out that only the class name between class and { has changed.
Why not ask me if the filename (*.cpp and *.h) should be changed also?
Why not change all the referecence of this class name in the project?
  Since Visual Studio 2010 can find them all.(It's another function in the quick menu of class).
  The same function has already been existing in Eclipse.
At least, all the construct function and disconstruct function should be changed.