I've tried creating a top-level folder by using the "+" in the top bar or by using the contextual menu in the sidebar and it always creates the folder in the folder where the currently selected request is.

And since there isn't a way to unselect a request, it makes it impossible to create a top-level folder. In the meantime I'm creating them by creating a nested folder and then dragging it out to make it a top-level folder.