Just want to comment that this would be a useful feature. Everyone keeps getting caught up in the "this program vs. that program" debate, but I agree that OP's request is totally valid. As someone who uses paint.net constantly for artwork and utilizes the layer functionality all the time, the program should still always ignore transparency, no matter if its same layer or different layer. I actually always thought this was a bug in paint.net, not a conscious choice.
Perfect example: I make text for a piece of art on a new layer above the art. This layer is only text on top of transparency. I decide the default spacing is a bit much, so I want to bring the top word down a bit closer to the bottom word. You would expect that I could just box selection, slide it down, and since all the "negative space" is just transparency on this layer, I could slide it right up to the bottom word and the transparency would act as transparency. But instead, it overwrites the filled pixels with transparent pixels. Again, I thought that was a bug.
My two options are either to do a pixel perfect selection (either zoom in really close or ctrl-click with magic wand to individually select the letters) or select, copy, paste to new layer, merge layers. Again, I thought I was just doing a bizarre workaround for a bug this whole time, did not realize it was working as designed (my friend who works as a UI consultant would say, "then the design is bad").
Not trying to get anyone amped up to argue about the validity of this decision. Just stating that nearly every other program always treats transparency as transparency no matter what. That has become second nature for those of us utilizing multiple programs, and I don't see why you would ever want transparency to not be transparency. It's probably because of some deep rooted way that paint.net was coded to handle layers and it may not be fixable without completely rewriting that. And it doesn't really stop me from doing anything, but it does take something that should be a simple flick of the wrist into a 3+ step problem that has to be tackled every time it's encountered.