Twenty Eleven Header Pic from Media Lib?

It’s not really an oversight. The intent is that if you use one of those large images in a post or page, it’ll automatically set the 1000×288 version of the image as the header for that post or page only.

Uploadable header images have always been kept separate from the Media Library, so I don’t expect this to change.

Yep, since custom headers were introduced there’s never been a way to selected previously uploaded headers.

This is changed a bit in 3.2 — when you upload a custom header through the custom header interface, it’s always gone into the library, but then you couldn’t switch back to it.

Now though, you’ll see a list of any custom headers you’ve uploaded (from the time you’ve updated to 3.2) on the custom header screen.

@royalatl: The current behavior is to add new uploads via the header screen to the library and to the header collection. In a future version I would like to just have a ‘choose from media library’ option, but we are not there yet.