Quite a few badly written apps like to create folders in specific locations, and expect them to be there and nowhere else. For example, my ~/Documents folder contains items such as ‘Microsoft User Data’, ‘Steam Content’, ‘TomTom’, etc. Some even create folders in your home directory or worse, at the root level of the hard disk!
Sometimes you can set a different location in the preferences of the application, but sometimes there’s just no way. If you move the folder, the application will become hopelessly confused and/or create a new copy where it expects it. You can make these folders invisible, but then you can’t easily access them anymore — via Mac OSX Hints