Not really that odd... as it didn't auto detect the share, and you added it manually, the folder creation wouldn't have happened as that is part of the auto detection. If you manually create a share, then you need to set up the folder structure manually as well.
Didn't read your previous post on storage so I'm not clear on what this share is on.... with a Windows machine (appart from firewalls and other simple stuff) the autodetection should be pretty much faultless. As pigdog has discovered, NAS's can be a different story as you are reliant on how they implemented the share system/options used etc. You might be well to check into the thread he and I were discussing this and looking at the storageradar samba script. I point out a few sections (3 tests) where it actually looks for available shares, identifies them and starts the addition process. If you manually execute these commands, you should be able to identify why LMCE didn't see the share. Once you have done that it will probably point you at an option/config on the NAS device that needs to be modified so that LMCE can see it ... then autodetection should work in future for that device and you won't have these problems again.
If you do do that, please come back and post what you find, as that may lead to us finding a way of making the detection script more bulletproof.