Contribution Page Price Sets Not Recording Different Financial Types

Price sets allow you to choose different financial types for each field, but the contributions are not recorded as such. I'm confused by this. What is the intended behavior?

Take a look at this common use case for memberships: (also attached)
http://drupal.demo.civicrm.org/civicrm/admin/price/field?reset=1&action=browse&sid=9

http://drupal.demo.civicrm.org/civicrm/contribute/transact?reset=1&id=4

The 'donation' is one financial type, the membership type is another. However, the resultant contribution is 100% "membership dues".

Furthermore, there appears to be no way to export, search or report on the choices made in the price set selection, even as a simple concatenated text field (such as we see with "Fee Level" in event fees).