Interesting questions.. SC wants to make sure it can write files out to its Screenshot directory, or else switch someplace where it can.. I suppose that I could add an option to let you specify the windows TEMP directory for people who didn't want to actually save screenshots permanently.. It's an interesting idea.
Your second question is sort of related -- in that the fastest way to use SC is not to use the SaveAs prompt at all, and let SC always save to its screenshot directory and never bother you with a pop-up at all. Your idea is interesting.. Can I point out that you can just hit Alt+A to trigger SaveAs from the pop-up dialog -- still shows the pop-up dialog but it's just one more keypress..