You have to select another document inside the folder to create a new file at the same level. The behaviour you describe was once implemented but lead to confusion as you have to make sure not to select a folder if you want to create a new file in the root.
Fair comment; I didn't realise that I could click a file inside a directory to create a file...
However, what happens if that directory is empty?
When you right click on the actual folder, as windows users would expect, this should create a new folder/file under that directory. Users expect that if they want to create it on the root, they can click the new folder on the toolbar or collapse the directory.
For myself, I am happy to just open up the directory should it be empty as I have now learnt how it works. But ideally, other users shouldn't have to learn this.