Using Windows, 0.12.6, and the new launcher beta. This has been discussed before, but not as its own bug AFAIK...
Sorting by playlist with Use Full Directory enabled puts the setlist and DLC in [unique ID]\installation -- which is the folder they're installed to, but it could be better. Custom playlist names defined in song.ini are prioritized over folder names, so maybe a similar thing could be done for .yargsongs?
(Before the new launcher, official songs showed up in Unknown Playlist.)