No problem :) XDG_DATA_HOME comes from XDG Base Directory Specification - it's worth checking out. Yeah, recursive mkdir would do the trick but it would be confusing for users with locales different than English. Yeah, dot directories are hidden. On the other hand programs dumping their content in $HOME are pretty annoying, Simple soluton might be „Open directory with schematics” button in game.
Anyway, feel free to remove this thread from comments if you like. It got quit big and since bug will be fixed there's no reason to scare potential users :D