Yep - absolutely. This paradigm feels cleaner to me than the persistent storage solution for all the reasons you've noted. But only if we can get it working!
My colleague @cole mentioned that we have seen networking issues and situations where Connect has been configured in such a way that the server cannot address itself by its DNS name. If you want to open a support ticket on this issue, we would be happy to work through it with you. I think it might be worth getting some logs and learning about your config and proxy setup. If you do open a ticket, please reference this community post so that our support team can pull me in on it.