The left/right thing was actually made that way on purpose in response to problems with the built in behaviors, specifically in platforming where holding down both left and right at the same time produced odd looking results.
Changing it back would be back-tracking. Though I guess, as you suggested, having the option to pick which way you want it to behave would be the best idea.
As for professional fighting games and such... those are usually played with arcade sticks or, at the very least, gamepads, so you can't ever press both left and right at the same time anyway. There is no "right way" to do keyboard controls really, as there's no standard for it, and everyone is going to play differently. Playing on the keyboard allows for really sloppy keypresses that you wouldn't ever have to bother worrying about on sticks or pads. And special circumstances usually call for special attention, which means it's not something that only a few people would actually use, therefore it doesn't need to be put in as a general feature, yadda yadda. But every time I make that argument one of the devs comes along and says "sounds good, we'll put it in!" so what do I know?