If you want a version history of your templates, then save them in another SharePoint library for storage. You know how when you publish, it always makes you save it first? Well, where are you saving it? Probably on your file system or a shared drive, right? Instead of that, save it to a SharePoint doc library along with all of your other templates. There is no version history in the destination forms library, because the template is not a list item, so it has no such controls.
What I set up for my team was a doc lib for storing forms, and then we all map a network drive directly to that location in SharePoint. We then put a shortcut in our task bar with an InfoPath icon that allows us to quickly open the library in Windows Explorer view where we right-click and select Design in order to modify the templates.