The only option I am aware of would be a custom precondition/advisor that prevents delivering a new folder. I have not done this, but I think this should be possible. Drawback of this is, if they already completed the change set, they would have to roll it back and redo their changes (e.g. if it is mixed up with a added file).

There are no extension points for check-in, or completion of a change set, so as far as I can tell you can't do anything on that level.