I put this video together to demonstrate a technique I came up with to create a rectangle with rounded corners that can be edited separately. This is a workaround to be sure and it can be a bit fiddly but it works!
In the video when I showed moving the fills together I held down shift and marquee selected the fill handles while the fill tool was active when I released shift I was able to move the fills together.
I didn't embed the video here as I'm not sure what the policy is here about that.
http://www.youtube.com/watch?v=eEcDH6ZDRcY&feature=player_embedded