Well, anyone who wants this feature now could change the default "absolute path" behaviour to "path relative" is easy by tweeking the function resolve_ID() in pageutils.php. But, as said, this will affect all internal links (pages and media), not just newly created ones. For an existing installation that may cause a lot of broken links, which you could fix by running
http://www.dokuwiki.org/plugin:batchedit before applying the change.
Look for the lines
382 // if the id starts with a dot we need to handle the
383 // relative stuff
384 if($id{0} == '.'){
and
407 }elseif($ns !== false && strpos($id,':') === false){
408 //if link contains no namespace. add current namespace (if any)