Well tiwag, you really have it going on there. But notice we are not talking about here in regards of a newbie specific feature, but something that could help many advanced users too.
I agree with you when you say you dont like it... well I do and I think many people do as well.
Perhaps what you say about docs.. well thats unfortunately the way most open source apps are nowadays - with a lack of documentation. Probably someone should take care of starting documenting c::b deeply... that should do it for a long-term project. And this single-file-compile should definitely worth a section in there...
Now, to follow your pace, probably a message box with a warning could be shown every time the user would try to compile an orphan file, with an option (perhaps a checkbox?) to "never show this warning again". The warning would say something relating how compiling a file without belonging to a project could take to unresolved linker errors and such, and that the user shouldnt bug the authors about this... (or RTFM , in case there was one...
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