Yes, it says:
"In fact, you could upload the albums folder as well - the one that is contained in the package is empty anyway. The recommendation not to upload this folder is only meant as a pre-caution for some users who have "funny" settings for their FTP apps: some exotic FTP applications delete folders existing on the server and then re-create an empty folder on the server-side. This would of course be a disaster for all existing galleries during the upgrade process, as you would lose all your uploaded files in your gallery. However, the number of FTP apps that is set up in that strange way is small and therefore, it won't hurt for most to upload the albums folder as well. If you're not sure, use one of the FTP clients recommended by the devs."
And Transmit isn't on the list. I don't think Transmit is very "exotic", but I'll just don't for now then.