I am happy to see (so far) nobody has issues with the pattern as it exists currently - except for naming. *Request sounds good to me, but the reason currently we use *Options is that it is similar (and thus supposedly easier for users) to existing user code. It might be more confusing for jclouds developers though...
Since users are also exposed to the "other" jclouds "*Options" classes, I would suspect that any potential confusion here could affect jclouds users, too. No hard data on that, though.
A suggestion: how about naming the classes *Request, as Ignasi suggested, and the helper methods either
SecurityGroup.create()... or SecurityGroup.forCreate() or so? ap