Thanks Hitesh. Your explanation seems to make sense: it happens for all sample counts less than or equal to 10,000, and doesn't occur at 100ms/div or less. I can understand that missing the trigger could be a bad thing, but I think you (PicoTech) should trust that an engineer knows how to operate a scope, and allow her to make the settings she wants.
In my case I'm working with no trigger and I wanted 10kSamples over a 10 second period (1s/div), so that would be a nice 1 ms/sample. Instead I get 0.667ms/sample.
A solution could be to place a warning icon next to the selected number of samples when the sample rate becomes too slow. Clicking the icon could show a dialog where the user could override her choice and go for the minimum of 15,000. That number could go in the system preferences.