Update:
I sent my findings/frustrations regarding this topic to senior Apple management. The safety aspect of this situation in particular is something that needs addressing, but overall the situation is confusing and the user experience is very poor.
I was first contact by an Executive Relations manager to discuss the matter. The matter was forwarded to an iCloud engineer and a member of Apple support staff has just contact me to relay the feedback from the iCloud team.
1. The situation is well known within the iCloud team. Without going into any details, it was made clear that there a lot of legacy systems running at the backend. The main issue is that Apple wants to simplify it's services by using one ID throughout the Apple network. However, the backend uses many different systems for many different types of accounts. It is 'near impossible' to actually get what we want.
2. When you have both a primary AppleID and Alias, these are actually two separate AppleID's. They are just tied together in the backend to 'simulate' one AppleID. Changing the primary AppleID into your Alias and vice versa would result in all sorts of problems in the backend that are very difficult to fix without completly restructuring the AppleID/iCloud user system.
3. You can in fact change your primary email address, so that communications regarding your Apple ID actually goes to a different email address than that of the primary AppleID. This cannot be done by users, but only by request and only if Apple approves your request.
4. I asked if they at least would make it possible for users to specify which email address they want to use for communication. The answer was, as expected: 'I don't know'. However, it seemed that they are very aware of the situation and judging by the way they handled the situations we might see this option some day. Changing your primary AppleID into an icloud.com/me.com address, however, will probably not be possible for a long time, if ever.
5. It seems there is an overall 'fear' at Apple regarinding Apple ID's. It seems they are very hesitant to make any real changes and any changes will take a long time to be approved and implemented. This is pure speculation, but I assume this has to do with a fear of running into unforseen security risks. The last thing Apple (or any organisation) would ever want is a security breach in your central accounts system. Look at all the media attention this has gotten over the last months, even though Apple wasn't to blame for those 'hacks'.
Bottom line: it's still a silly and dangerous situation. At least now we know why, or at least a little. We will probably just have to live with this and hope that Apple will integrate the alias system further and deeper so that the alias actually becomes useable as a fullon AppleID and your primary AppleID is just there as backup.