i understand what you mean, i used to think the same way when i first switched from windows.
however after using unix for a while i got used to it and having a directory for configs and such makes sense. theres a bunch of different arguments on which way is better, because spreading everything out across the filesystem does seem, well less than intuitive.
but isnt that one of the reasons we use unices anyway? you can configure and customize your system as much as you want, (almost) whatever way you want.