It's cumbersome to have to create connections to folders when I want to add data to a map. After a while I can end up with several connections that are difficult to manage. Why not just allow users to navigate the file system like any other windows application?
It's also inconsistent to have to switch between the folder connection interface, and the standard windows explorer file system interface depending on whether you are adding data, saving an .mxd or exporting a map. When I do these tasks I always end up having to navigate up and down the file system tree as the starting location is usually set by an unrelated project I worked on months ago.
So why not get rid of folder connections altogether and adopt a consistent approach? They are weird and nonsensical ArcGIS concept that can be quite off-putting to new users...
If really necessary, folder connection functionality could be replaced by "bookmarks"/"favourites" within the file system interface instead.