why mkdir can't create tree of dirs?

[Suliman via Digitalmars-d-learn]

It's look like that I can only create one nesting level sub 
folder, for example there is exists dir: D:\foo
I can't create dir D:\foo\bar\baz I can only create D:\foo\bar

D:\foo\bar

Is it's rational limit or it is bug? Here is error when I tried 
to folder in folder thet do not exists.

It's not very handy to write all levels by hands...

td.windows.syserror.WindowsException at C:\D\dmd2\windows\bin\..\..\src\phobos\stdfile.d(2048): F:\foo\imgs_projected\jma_vis\1602\123: ╨б╨╕╤Б╤В╨╡╨╝╨╡ ╨╜╨╡ ╤Г╨┤╨╨╡╤В╤Б╤П ╨╜╨░╨╣╤В╨╕ ╤Г╨║╨░╨╖╨░╨╜╨╜╤Л╨╣ ╨┐╤Г╤В╤М. (error 3)