I think it is an important feature. Many editors have this, such as pycharm and komodo, and I think there are even plugins for notepad++, brackets, geany, etc. Eclipse has a sophisticated system for this. There is a terminal program called MobaXterm (really awesome by the way) for windows that has an integrated editor (which is not great, but does work). You can easily edit remote files and simultaneously run the scripts in a remote shell. The only thing that you can't do is to run the specific script you are working on in an automatic way.
I guess what I'm saying is that without knowing more about the internals of Spyder, I can't understand why in principle you can't edit a remote script and then with a click send the command to run it to a remote shell.
I'm not trying to be too critical--I know you work hard on spyder and that it is an open source effort. But I just want to point out the importance of an IDE that works remotely and how relevant it is in the field of IDEs.