Yes, right now as Pilou mentions you have to use Trim or perhaps a Boolean to get the curve.

In this case, do boolean union or trim, the select the intersection curve, do Edit/Copy, Undo the boolean, then do Paste. This will leave the intersection curve.

There currently isn't an intersect command like in Rhino. I do want to add one, but I haven't quite found the right place in the UI to put it. I think that I may end up with a new section under Construct/Curve, that will have some curve-from-object generation commands, including contour, curve projection, and then probably intersect would go there as well. But this will be several betas away before it happens.

- Michael