It seems impossible to create subfolders of Inbox, I believe this is disabled in webmail or over IMAP access.

Cyrus IMAP allows this, so I'm not sure why there is an issue with this in Kolab.

A lot of Outlook users tend to be in the habit of creating subfolders under Inbox, so users migrating from Exchange would benefit from Kolab allowing them to do so - I can't see it causing any issues.