This limitation comes from ASP.NET. App_Data is one of the ASP.NET application folders and many of the default item templates are forbidden in it and all of its subfolders.
the Telerik team
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items