Paolo,
I still think having a nested element (meaning it's below the parent in the project browser, or more formally, a child tag of the packagedElement tag in xmi 2.1, plus a nesting connector would be a redundancy, and I wouldn't like that one bit.
The reason is I'm using XMI 2.1 exports to generate code, state machine definitions and such, and I don't want to have my xmi bloated. It can be big enough as it is, as it has to contain all dependencies (meaning I have to export the topmost package containing all dependencies for the elements I want to process).
So e.g. I never define an attribute when I already have an association, a.s.o.
As for rendering, I quite agree. It would be great to have options (per model, per package, or per diagram) to draw a nesting connector when an element is nested within a another one, or an association when an attribute has class type, or implicit relations. But I think these connectors should only be virtual ones, i.e. not connectors in the model, but plain rendering information for the diagram showing them.
Frank