Do I really have to place my wallet file in the data directory?
If you want your wallet database (file) to be in a different directory than your data directory, you can use the -wallet=&lt;path&gt; startup option to specify a custom path to your wallet.
Quoting the manpage:

-wallet=&lt; path &gt;
Specify wallet database path. Can be specified multiple times to
load multiple wallets. Path is interpreted relative to  &lt;wallet‐
dir&gt;  if  it is not absolute, and will be created if it does not
exist (as a directory  containing  a  wallet.dat  file  and  log
files).  For backwards compatibility this will also accept names
of existing data files in .)