While I see what your getting at, this feature kind of already exists if you right click on the project, not the folder. When you add a new unit, it creates a dirty buffer that has not yet been saved. Saving it prompts you for the name, which defaults to unit1.pas (or next available number) in the project directory. In the save dialog its trivial to click on a folder (or create a new one) and save it there instead. The first thing I generally do when I create a new unit is save the file and give it a proper name and location. The folders don't show up until you add a file that is in a folder other than the dproj project folder location.
As far as adding multiple existing units from a directory, I just drag and drop from explorer to the project and it "automagically" puts them in the appropriate folder (based on the existing location of course). Much simpler than clicking the button or right clicking to add to the project, unless its a one off.