Just to explain briefly the reasoning for this...
MC manages the "tags" or file metadata (Artist, Album, Name, Date, People, Places, Description, Comments, etc) separately from the file's location itself. Though the View Schemes under Images operate similar to folders in Windows Explorer they really are not the same. They are ways of looking at the data in MC's database of these "tags" (called a View Scheme in MC lexicon). If you want to make Windows Explorer's directory structure match one of these View Schemes (or any other possible structure) you can build it yourself using the Rename Files from Properties tool.
This is powerful because it allows you to browse your files in many different ways, where Windows Explorer only lets you have one possible path to the file in question (short of using aliases, but even those you need to set up manually). I, personally, keep the disk files on my system organized differently depending on what type of file it is. My Music files go into /Images/[Year]/[Album] (with the filename set to [Serial] - [Name], while my Music files go in /Music/[Artist]/[Album]/ (with filename: [Track #] - [Name]). My video files actually have different naming structures depending on the type of Video (movies get one system, TV shows a different one).
However, even though I keep my images in /Images/[Year]/[Album] format on disk, I can still easily browse and find any Image I'd like inside MC using [Album] directly (without knowing what year it was taken in), or using [Keyword], [People], [Places], etc, etc.