Dear Olivier Gras,
DAE is an open format for exchanging 3D models, but was not designed with the architectural workflows in mind. As such it's capabilities of retaining BIM information is limited, so we just offer basic functionality to get the geometry out into other softwares (and this is one of it's limitations).
For communicating with other softwares we are offering much better solutions (IFC, direct export to Rhino, 3DS, SketchUp, etc.), you should give them a try, see which fits you most. I added this to our wish list anyways.
Regards,
Daniel Alexander Kovacs
Professional Services Consultant
GRAPHISOFT
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