This is expected behavior--an alias applies across all worksheets. The reason is that is what makes the most sense to the majority of users, and it allows us to "clean up" our data on the fly without having to repeat the process on every sheet.
Can you give an example of why you would want to do this?
You could duplicate the data source and use one version of the data source on one sheet and the other data source on another sheet.
Is there some condition for why you'd want the name to be changed? I'm just not seeing an application for this, but perhaps you can clarify for me.