It would seem this is set up in each individual script, I would suggest a global option ie. a 'paths' tab in the main settings. Why would anyone want a whole lot of symlinks pointing 'my games' 'electronic arts' etc. to $HOME? Particularly as _everything_ else hides in ~/.Playonlinux.
At least put them in a subdirectory.

Install a few games and see how much of a mess it makes in your home dir.

I realise one can change the links manually, but this is a royal PITA.

my 2c

Steve.

If I do that, a lot of people will try to install their games on FAT32/NTFS partition and will complain that it does not work

Are you referring to the save files and what not that games seem to create in my documents, or in the case of wine, the home folder? It's really not too annoying, hard or even that long to right click a program in POL, hit configure wine, hit Desktop Integration, then change the my documents directory.