I love having ajax requests show up in the console too. Chrome used to do it like you said but doesn't seem to show up anymore. You can still see the requests though if you go to the "resources" tab. On the left pane you'll find the url to the request you've made where you can view its headers and response content in the main pane. I guess the url as a "resource" is technically correct, but it's so much easier/nicer having it on the console. HTH
It worked in the past, but at some point stopped. I made use of it quite often, but only noticed last week it had stopped. I uninstalled/reinstalled, but no dice. Appears a few others are having it as well (http://code.google.com/p/chromium/issues/detail?id=40987). I'm going to blow away ~/.config/google-chrome and see if that fixes it.