Illustrator - Expand Appearance...

Hello. I've got an issue I've noticed...not sure if it's just me, or what. I recently upgraded to CS5, so maybe it's a setting I'm unaware of.
For example...say I have a rectangular box drawn. I fill it with red, outlined with a 5pt black stroke. I go to 'effects' and add .13" rounded corners. All great so far...
...then I go to 'expand appearance' and that's when I get my problem. The rounded corners expand just fine, but now I have 2 separate pieces that are grouped...a red rectangle and a black 5pt stroke outline.
Maybe it's just me, but I've been using Illy for years now and I never recall "expand appearance" making the element into separate pieces. Seems it used to expand and I'd have a red rectangle with a black stroke..all as one piece, not grouped.
Is there a setting I can adjust to avoid this issue? Any help would be greatly appreciated.
Thanks!!

Expand appearance typically works this way with stroked objects. The stroke ends up as an extra compound path inlining and outlining the original shape.
Alternative: use the Path Offset effect. The effect will give you three options for corner effects. When you expand the effect it will consume the original shape. No groups to break apart or extra paths to eliminate. For clean outlining effects I'll copy the original shape to the clipboard or place a copy of it on another layer. Apply the path offset effect and it's done. Nothing more to edit.

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