Is this intentional?
This is intentional because Azure App Services require the Data folder (aptly named App_Data) to be located inside of the website root folder since App Services do not have file system access outside of the website root folder.
Instead of having two different configurations (one for on-prem and one for Azure PaaS) defaulting to the way that works for Azure PaaS allows both topologies to still work with a single configuration.
No performance worries about indexes due to Solr files in a separate directory?
I am thinking you are thinking of Lucene, as SOLR is handled in a client-server capacity. So, no, this shouldn't have any impact on SOLR.
So then what about Lucene? Well, Lucene isn't supported in Azure, let alone I believe Lucene support in Sitecore 9 has been removed.
But for the sake argument, no. any impact that Lucene would have inside of the directory would be the same impact as outside of the directory. You might be able to argue a performance optimization if Lucene index files were kept on a separate drive but that might be splitting hairs.
To support Azure deployments?
See answer to the first question.