1) If the name doesn't include /playlists, why would you expect it to be saved in the playlists folder? This would make it extremely difficult to save them anywhere else.
2) The file browser is a file browser. The playlist catalog is not a file browser, it's a special utility. It's not just a matter of approaching. You wouldn't ask, for example, "why does pressing select on a file in the file delete utility delete it, but pressing select on it in the file browser just runs it" (if Rockbox had a file delete utility, that is). Both work in different ways. The file browser functionality was put back to the way it's been for many, many years so that people with file browser based habits don't have extra complication in launching their music, while the playlist catalog functionality was updated with that new feature to allow some expanded functionality.