I think he means he'd like to see a notification if the default download path doesn't exist. This way, if say his external disk is on H:\ and default download dir is set to H:\, wouldn't it be possible if the program checks at startup whether or not the default download dir exists? And if it doesn't, get and error box, notifying about it.
I would say +1 for me, as it might make it just that little more convenient, but I would then like to see it as optional, not required, as I don't know how much it would effect the startup time of the program.