I don't use the XDG directories (I deleted most of them, and I created many of my own directories). However, sometimes I do override HOME for some programs in some circumstances; for example, I have made up a separate home directory for configuration files for pinball games so that I can use separate configuration for pinball games in the Game Boy (and Game Boy Advance) emulator. This would also be possible with other programs, even if they do use XDG.
An example: My own "Free Hero Mesh" software can be made to find its files in the same directory as the program file, but by default it is compiled to not do that if it is in your PATH. It will first look at the HEROMESH_PREFIX environment variable; if that is not set, then HOME will be used instead. (You can still override it with command-line switches, and by doing what I mentioned above. You can also configure it at compile time.) However, the only file it creates itself automatically is one that the other file (which you must manually create) can optionally override its path, so you should not need to worry about automatically created files in your home directory. (I do not currently target multiple operating systems. Others are free to try to port it if you want to do so (and I can answer any questions), but I do not expect to do it by myself.)
In fact, I too would want it; if I want a configuration file I should just create it by myself; this is how X resource manager is working and I think that is good. Unfortunately some programs insist to do it automatically themself anyways; in those cases I change the permissions of those files so that they are read-only so that the program doesn't automatically update the configuration file in this way (for example, this is the case with xdvi).
An example: My own "Free Hero Mesh" software can be made to find its files in the same directory as the program file, but by default it is compiled to not do that if it is in your PATH. It will first look at the HEROMESH_PREFIX environment variable; if that is not set, then HOME will be used instead. (You can still override it with command-line switches, and by doing what I mentioned above. You can also configure it at compile time.) However, the only file it creates itself automatically is one that the other file (which you must manually create) can optionally override its path, so you should not need to worry about automatically created files in your home directory. (I do not currently target multiple operating systems. Others are free to try to port it if you want to do so (and I can answer any questions), but I do not expect to do it by myself.)
In fact, I too would want it; if I want a configuration file I should just create it by myself; this is how X resource manager is working and I think that is good. Unfortunately some programs insist to do it automatically themself anyways; in those cases I change the permissions of those files so that they are read-only so that the program doesn't automatically update the configuration file in this way (for example, this is the case with xdvi).