Personally, I don't find anything wrong with placing all the files in a folder, navigating to that folder, and sorting through the misc files to find the .gpe. It's like some people have never heard of DOS before. Wolf3D for the PC is like that. SoD is like that. Descent is like that. Keen is like that, etc, etc. Just because you have to navigate a little bit doesn't alter anything as far as the game goes.
DaveC, a suggestion: Instead of everything being in the root,
Set up a dirtectory tree:
root\games\Wolf3d\launch.gpe (along with other misc files)
root\games\Quake\launch.gpe
root\emulators\frodo\frodo.gpe
That's how I've set up my PC, that's how I will set up my gp2x.
It's not hard, and it's definitely more organized that having a bunch of launchers in the root dir.