Chicken and egg problem.
On the UFS and suchlike filesystems, at the point that fsck is rescuing orphaned i-nodes, it still has not fully gone through the process of checking and correcting free list information, or indeed fully eliminating errors from the i-node table. Creating a directory involves allocating a new i-node from an unused slot, and free blocks off the free block list.
Ironically, because they are slightly or grossly different to Unix filesystem formats, on HPFS and FAT this is less of an issue. (FAT usually has unused slots in the root directory that it is sane to use at that point, for example.) CHKDSK on OS/2 did create its \FOUND.nnn files on the fly.