It’s so bad UX that we even need to worry one second about this when exploring downloaded archives. I’ve pondered writing a wrapper around tar/unzip/whatever that will automatically extract the archive to a suitable directory, even if there is none in the archive itself. Any day now…
"Modern" gui usually provide this too - For example in KDE I have a nice "extract > extract here, autodetect subfolder" menu in Dolphin (the file manager)