The cellular network just isn't designed that way. The device isn't supposed to choose how it connects - the network is supposed to choose. Carriers will want customers to be on the 4G network even when they aren't sending/receiving data. It will help them manage capacity in each area.
You're right! It is new(ish).
You can read more here:
http://www.3gpp.org/news-events/3gpp-news/1268-Dispelling-LTE-Myths
This is another common misconception. My carrier only has a 3G and 4G network - it never had a 2G network. My SMS messages and phone calls went over 3G only until they started rolling out 4G earlier this month.