This has been reported in http://trac.sagemath.org/ticket/15308. But it doesn't look like fixing it is a very high priority for anyone that knows what they are doing - unfortunately I don't have a clue.
There is a comment that a workaround might be:
"Your problem seems to be that init.sage is evaluated before Sage is started. A workaround might be to use a .py file starting with from sage.all import *"
Can anyone help with telling me how to make use of this suggestion?