Surprising, I would have thought it had such an option.
But anyway the ideal location is subjective, but certainly not necessary to be installed in games for an Artistic suite for anything I know of - Have you tried talking to people on the GIMP open source project forums, or adding an issue for the feature ?, it may be considered if enough people need it for whatever reasons.
I do know a lot of open source support in the form of not only plugins but also scripts / python / tutporials for Artists kind of depends upon its default setup too, so not sure if it would be an easy to do thing but so long as all parts of the installation have registry settings that everyone else follows it should be doable.
I regard GIMP as a serious productivity suite, the same as I do LibreOffice
For example would you also install the paid for equivalents ( Adobe Photoshop and Microsoft Office ) in Games ?
Anyway up its your choice but there may be good reasons they do not offer an alternative, you need to find out I guess.