I just fond that is already possible to import full folders in Kdenlive.
You have just to open the import or the open menus and you'll be able to drag folders inside the project window.
Then you have just to close the folder browser window when you finish.

After some more deep tests I can say that not always the technique I wrote about here above is working. Some time it stucks Kdenlive.

I finally found a way to do it without any issues. I was able to import even several folder in just one action. :)
I opened Nautilus and I dragged 5 folders from it to the Kdenlive project window.
I tried this operation several times and everything went smooth.
If you don't want to implement it in another way, we can just communicate this way to import folders as the new feature.

After the latest update, it's definitely possible to drag and drop folders from inside the application through the "add clip" import browser window.
The only limitation, you still have, is that second level folders are not imported but you can find the materials you stored inside them, in the main folder.
You can't import second level folders even by using the OS folder browser.

This would be a very handy feature to have.

Current workflow (considering 10 folders):

1. Organize my footage in the file manager.
2. Create folder in Kdenlive's bin and import footage
3. Create folder in Kdenlive's bin and import footage
4. Create folder in Kdenlive's bin and import footage
5. Create folder in Kdenlive's bin and import footage
6. Create folder in Kdenlive's bin and import footage
7. Create folder in Kdenlive's bin and import footage
8. Create folder in Kdenlive's bin and import footage
9. Create folder in Kdenlive's bin and import footage
10. Create folder in Kdenlive's bin and import footage
11. Create folder in Kdenlive's bin and import footage

Workflow with import folders feature.

1. Organize my footage in the file manager.
2. Import folders into Kdenlive's bin.