I think that the modification on the document properties, such as page size, colour system and stuff like that is not the same type of modification of an actual alteration on the document. The control-z thing is even more uncecessary because you can undo those features by using the document properties menu. The alterations caused by the document page size changes are not permanent like a filter. You can still work on the document even if its page measures 1 km wide. (of course, this is an exageration...) but the thing is - it doesn't matter when you edit those settings, and control-z seems really unecessary for it.
Cheers