Looks like I've just found the solution : you have to declare your aliases inside the grouping directive, and it will also work outside of the package. You can even declare only the aliases in the package. With your example, it would give :
@startuml
rectangle "Box 1" {
[Request 1] as r1
[Request 2] as r2
}
r1 -> r2
Rectangle "Box 2" {
[Request 1]
[Request 2]
}
@enduml