Feeds that have no title are stored in same folder ~/.claws-mail/RSSyl/ and if you unsubscribe such a feed and remove cached entries, files feeds.xml and rssyl-feedlist.opml get deleted, too. Example feed: http://www.seitamusic.com/hehkumo/blogi/?feed=rss2
Since different feeds may have same title, so differentiating by feed title might not be the best way; better would be to bind it in url somehow. For a feed that has no title the plugin could ask user for a name.
All feed formats currently supported by RSSyl have title as a required field. All RSSyl can do for feeds with deliberately empty title field is to explicitly reject them.
Is there a problem in the folder naming, if there are two feeds with identical title? I suppose the feed formats don't require all feeds to have different name. Do you have some urls for the feed format definitions? Maybe folder naming based on feed url would lead to compatibility problems with old configurations. I don't understand why RSSyl couldn't let user to give title (or name), or why RSSyl couldn't generate a folder name automatically for a feed that doesn't have a title or one that has identical title with some other feed in the feed list? After all, RSSyl lets you rename feeds; well, at least some of them – see bug 1666.
2008-07-08 [colin] 0.20.0cvs1 * src/feed.c Fix bug 1665, "RSSyl does not handle well feeds that have no title". Fixes in turn bug 1666, "Can not rename a feed that has no title"