I agree this would be a nice feature, though because AI uses relative paths there is a way around it:
In my project, I have the following checked into SVN:
- trunk\Installer\
- trunk\Installer\Installer.aip
- trunk\Installer\Staging
- trunk\Installer\Staging\Component1
- trunk\Installer\Staging\Component2
- trunk\Installer\Staging\Installer
What I do now is use "Staging\Installer" as the output directory, which gets stored as a relative path. This way it works no matter what system it's built on. I then just use an msbuild <copy> task to copy the setup.exe to the proper directory for my build server to archive it. This is an okay work-around, if you can tolerate modifying your checked-out directory (I always do a clean checkout prior to builds, so I don't care what happens to the files/folders during the build really).
(In the same vein, I use msbuild <copy> tasks to copy my project outputs into the Staging\ComponentX folders, and then in AI I have those set up as sync folders. This way, during a debug build, I can copy everything, and during a Release build, I leave out the .pdb and .xml files, and in both cases just use the same AI project.)