The reason for this is the following:
you add stuff to the queue, then let it load. Then few hours later or next day you check download queue and maybe par2 tab. Download queue says everything at 100%. Par2 tab displays all green & fine. But then later on you notice a release hasn't been loaded, there is nothing on HDD - or you don't notice and forget about it.
The reason of course is that the release has been DMCA removed and nothing has been loaded, not even the par2 file -> nothing red on PAR2 tab.
And if nothing has been loaded there is also no folder on the HDD and it's very hard to notice that it hadn't get loaded.
An empty folder would help with that, then you could see that actually nothing has been loaded.
Right now you manually have to compare folders on HDD with download queue and see if for everything in download queue at 100% you have a folder on HDD, and if not then it probably has been DMCA removed - that is very hard to do. And if there is no par2, nzb or other paused file in the release in the queue then you won't notice even with this manual method as then it won't even stay at 100% status in download queue (and if you press on cleanup before then you are also lost).
Of course creating folders even if no file has been loaded is only one possible approach to this solution. A different one would be to somehow mark releases that actually haven't been loaded in the download queue or par2 tab (even if no par2 file has been loaded).
-> No matter how it's done, it would be nice to have something that makes it easy to see if something hasn't been downloaded.