When you have custom workflow status name configured for your request type you can have different name per per request type.
I think in most cases you will use the same custom status name when the underlying workflow is the same.
When the workflow is changed or you want to change the status name for all then you have to edit it manually for each request type which will consume much time.

To make this task easier it would be great to have a apply to all feature when the workflow is the same.