Hi, FS-UAE stores data in Documents/FS-UAE for historical reasons. Before FS-UAE Launcher, the used had to create configuration files manually. If FS-UAE Launcher / FS-UAE had been launched today, it would indeed probably store preferences in ~/Library/Preferences/, since with the FS-UAE Launcher GUI, the user does not have to interact directly with the files. It is also quite possible that I’ll change the default behaviour in future versions.
But I do not expect people to “manually create a file in a system folder in order to tell a program where to store its own configuration data”. I expect (most) people to just use the defaults (as you said, users tend to just use the application defaults anyway). The option is just there for the few people who really want to change it 
And I will also probably create a GUI control to select/change data directory. It’s just more work, and not on the top of the priority list