Factorio does support save directories, but you cannot create them from inside the game
Allowing to create them using a slash in directory name would be useful
Actually, I'd rather that they didn't do this and instead just put in full, proper support for directories in the dialogs.
Why? Because allowing a slash in the save name is a "hidden" feature that is not obvious to everyone and so you'd still get people asking for the feature.
My Mods: Classic Factorio Basic Oil Processing | Sulfur Production from Oils | Wood to Oil Processing | Infinite Resources - Normal Yield | Tree Saplings (Redux) | Alien Biomes Tweaked | Restrictions on Artificial Tiles | New Gear Girl & HR Graphics