Actually, your argument is contradictory. First you say that you don't think it has to be reasonable right from the beginning. Then you say you don't think its reasonable to make a solution "that's fine for people who are too lazy for it".
You say that you'd hate it if aMule created the dir aMule at the setup "without your permission." But, once again, you say that you don't think it has to be reasonable right from the beginning.
I am picking on you a bit, but I did find something which I could agree with:
"The first thing to do is to set a download and incoming location, at least that's what I do first."
If this is prompted on a virgin install, yes.
The basic issue here is that .* directories aren't ones that you are to commonly navigate into, which is the default for the Incoming directory. Of course, being a more *advanced* user, you could easily change it if it created an "~/aMule" or a "~/Incoming" directory that you don't like.
It may be your preference to have everything under .aMule, which is fine. However, it ignores standards by putting clearly regularly accessed files (which are not to be invisible) under a hidden ".aMule" directory tree.