This is literally the only thing I would change about Paint.net, and it bites me in the < no swearing > with great regularity.
I tend to make a layer invisible for just a moment to see what's underneath and compare it to the layer above, then make it visible again. Wait, what, now another layer is selected for no reason? >:S
If Paint.net is going to attempt to anticipate my needs, it'd be nice if it did so correctly- don't switch the selected layer until the user attempts to draw to an invisible layer. If the layer visibility is disabled, then immediately enabled, then the layer selection shouldn't change.