This is sensible. After all, adding a new clustered primary key is going to need the whole table to change, a potentially lengthy operation.
Generating the script for the operation proves this as it -
- renames the existing table
- creates the new one with the additional column
- copies the data back
The option to control Management Studio’s behaviour is here -
Tools -> Options > Designer > ‘Prevent saving changes that require table re-creation’
ref; Brian Knight : Sql 2008 Designer Behaviour Change