I think it must create it, at least, at installing time.
you are correct sir only there is a problem that adding a keepdir statement will collide with pmount if installed. I guess the best fix for now is to add the keepdir to hal instead of pmount & gnome-mount .
pmount was modified to not do keepdir (0.9.9) and hal 0.5.7-r1 was modified to do the keepdir.
Actually gnome-mount doesn't do keepdir, so with hal doing it now, and it not in pmount-0.9.9, I am closing.