You can add something to the right-click menus for folders that will create a sub-folder under them:
The "New Folder" button on the toolbar works on the current folder. Right-clicking the background also works on the current folder. If you're using either of those, they aren't affected by which folders are selected or expanded; they always work on the current folder, i.e. the one in the location bar.
You could also change the toolbar button, but then you'd have to be very careful to deselect any folders before using it in the normal case, which I don't think would be good.