Drush 6: if no sites/all exists it downloads to root

If I try to download a project with drush dl it will download it into the drupal root directory as long as there is no sites/all directory:

patrickd@patrickd-tp:~/www/drupal$ drush dl admin_menu
Project admin_menu (8.x-3.x-dev) downloaded to                       [success]
/home/patrickd/www/drupal/admin_menu.
Project admin_menu contains 3 modules: admin_menu_toolbar, admin_devel, admin_menu.

patrickd@patrickd-tp:~/www/drupal$ mkdir sites/all

patrickd@patrickd-tp:~/www/drupal$ drush dl admin_menu
Project admin_menu (8.x-3.x-dev) downloaded to                       [success]
/home/patrickd/www/drupal/sites/all/modules/admin_menu.
Project admin_menu contains 3 modules: admin_menu_toolbar, admin_devel, admin_menu.

Stumbled on this issue on #1927350: Additional module not downloaded in D8