Maybe in-place select component will suit your needs: http://livedemo.exadel.com/richfaces-demo/richfaces/inplaceSelect.jsf?c=inplaceSelect
IMHO, combo box should not have such behavior by definition. Maybe Ilya will add something?
I agree with Nick just because as I've told many times there - combo isn't a select but just input with client side suggestions.. And the behaviour you talking about is select behaviour.
But b.t.w. feel free to use our "future requests" wiki page and if your request becames highly voted - it will be implemented for sure :)
why not use selectOneMenu?