So what, stuff changes over time - and it's not that hard to migrate, either warn the user, or do the migration at first start. Good software should move with the times, not be perpetually frozen.
How many documents tell you to configure ssh with something in ~/.ssh/config and if the change is made, will now need to be changed to say put your config in one of many paths depending on the version you use?
What if you migrate your config and then roll back to an earlier version?
What if you use your home directory on multiple systems, some which have varying versions of the tool, loading the config from various places (network mounted home directories are a practice in some companies)?
What if you don't upgrade for ten years, and the migration code is gone by then?
What if you operate on a mix of systems of various ages, some which have the new path and some which have the old?
What if the migration code has a security vulnerability?
Personally, I don't see where the benefit is that pays for anywhere near any of this cost. Maybe if you're a desktop app that is within the scope of standards put out by the XDG, you might want to consider accepting this standard of theirs too; and sure, if you're a new application, seems like a might as well?
Respect the user.
Either way, it had a clean break from Vim and didn't have to deal with people who have been using Neovim for decades (lots of things are different compared to Vim and it's not intended to be compatible in the first place).