Well, Red Alert had a mission where you're base was kept as you left it. Granted you only had pillboxes, but you could set the ground work up for this mission a couple maps later....
One thing that is nice is that in DA, you DON'T start completely from scratch. I am on the one where you and the Iconians are taking on the Korath and DL (if you chose to ally) and I started with a rather large amount of techs. Planetary Invasion, Impulse Drive 2 I think. So they did change that somewhat, for which I am very thankful.
If they were to do a direct carryover, there would end up being very limiting ceilings on almost every category. You could only take with you 25 logistic points of ships, for example. Or any research above X level would not be saved. You can take 15,000 BC with you. Otherwise there would no balance to the campaign.
One thing that I would like to see, is some of the ships crossing over (ala Battle For Middle Earth). That really sweet ass medium frigate I designed that worked Korath fleets over? Ya, you can keep that one. It would also make naming individual ships (to a point) worthwhile. I know that this may not be terribly balanced, but o well

Maybe make it that when you re-research the technologies behind X ship you that you chose, you get that one as reinforcements.