The next version of the WP-Andreas09 theme (which Ainslie and I will work on over the next couple of weeks) will probably have the header/background image setting placed in a custom theme settings page in the admin. This will make it possible to place the url to an external image there, to allow users to select their own headers.
Now, this upgrade is still a few weeks away so this is only an idea yet. And when the upgraded theme is released, it is not automatically added to wordpress.com. But do you find it to be a good feature? And would this feature be accepted here on wordpress.com?