When using perspective guides not being able to see through them can really get in the way of drawing.
Really what would be nice is if there was a way to paint guides on a layer, that way you could hide some well keeping others viable, have more then 8, save them and use on other paintings...etc.
This sounds like a useful feature. If implemented if might take the form of a guides layer (as i think you suggest) where the guide layer could be adjusted. Currently guides are draw as part of the page rendering system for optimal performance moving them to a layer would slightly impact performance and memory therefore it has to be considered closely and could end up being an optional feature.