[eluser]Damien K.[/eluser]
I am going to call this "lack of feature" a bug too, and is aligned with my interpretation of the documentation, where the default controller specified in config/routers.php should also work with sub-directories.
My recollection, although vague, tells me that it worked in CI 2.0 and I am not getting the same results in a separate CI 2.0.2 implementation. Mind you, I did override the default behaviour and now I am going back to add more to my "patch"/extension. I hate to fight frameworks, hence why I chose CI, which is lightweight relatively speaking. Unfortunately, I need multi-level sub-directories and it is part of the same patch for me. My solution is not as elegant as I want it to be as it overrides core/Routes.php's _validate_request(), but it will have to do for now.
I also thought it was good to reference this issue as a sub-directory controller issue. We are talking implementation details here, and how sub-directories are handled here need to be communicated. That's my opinion though.