This is an issue that I wouldn't know whether it's a bug or a feature request:
Current SC behavior:
At startup, if the "Screenshot folder" (configured in preferences or the latest one you used) does not exist, SC will create it without notifying the user (probably I would consider this a bug).
Issue: For people who has SC installed on a USB device, it's very likely that screenshot folder will change from machine to machine. It's not very convenient to move to another machine, start SC and find out that SC created the directory that was last used in the previous machine.
Suggestion: At startup, SC should check whether the last screenshot folder used does exist. If it does, use it. If it doesn't, SC should tell the user. Probably a simple prompt like this would do:
"The latest used screenshot folder:
does not exist. How should I proceed?"
Button: "Create folder"
Button: "Specify another screenshot folder" --> this would bring the "Change screenshot directory" dialog
So the user could just decide whether the non-existent folder should be created or whether he/she would like to specify another folder.
I hope I made myself clear.