Maintain folder structure when creating proxy in a separate folder

When creating a proxy in Premiere, it allows you to choose 'Next to original file' or 'Choose a location', but in that location it puts all the video files together. The idea is that if I want to create a proxy folder somewhere else I want to keep the same folder hierarchy that the proxy files will be in because currently the way to do it is to create the folders one by one to keep the organization. This option should also be in Media Encoder, so I wouldn't need to open Premiere to do that. Thanks.

PS: this also apply for Project Manager option in Premiere Pro.