Hmmm.... I don't recall and I am in the process of rebuilding my IDM 8 environment, and in any case never did it under a non Windows OS, but I believe it should be. You might not be getting far enough into the process for the folder to be created. I'm also assuming you are specifying the correct path? I seem to recall it being /usr/sap/IdM/Identity Center
This would make a large difference. I'm not sure what your level of comfort with *nix is (mine is on the low side) but here's an account of something I discovered a few years ago on IDM 7.2.
IdM Thoughtplace: Doing a LINUX Based Victory Lap
Hope it helps
Matt