Yes it does IF: I add the whole service by clicking on the "GeoServer Web Map Service" in the "Add GIS Service" dialogue. So that does help me BUT:
What is not very intuitive is the fact that in the "Add GIS Service" dialogue you can see the components of the service and even add them individually. Unfortunately what you then get is all the layers in the service but NOT the tick boxes to control their visibility, so you always only see the top layer despite whatever component you added, and you can either see the whole service on or off, but not control the component visibility. This is what I did and why I had a problem. I think this is definitely a useability improvement that could be made - Either allow adding of components with correct capability or disallow.