You are correct. That's another thing that needs to be done. There are a few modules that I was looking at that could automate the flow that a user would have to follow when registering. This module (uc_addresses) has the Nodes that the flow would force them to go through at registration.

Pageroute:
http://drupal.org/project/pageroute

Workflow: (i'm not sure if it will do this or not, but Ubercart already uses it for somethings)
http://drupal.org/project/workflow

It depends on how your site will work, but I would like to see uc_addresses be used to store and retrieve addresses at checkout. If a user is already registered, they can add an address when they check out, or use an address they have previously used. Just because a user registers on a site doesn't mean that they are going to use the store. Again, this depends on the type of site. If you have a forum, reviews or a wiki, they might just register for that. Therefore the user would not need to enter address info (Unless you want to force that for CRM use). I think it would be best to only capture address info at user registration if they are actually checking out and you are forcing them to login/create account.

I think you can achieve what it sounds like you want to do with the Pageroute module. I hope this helps.