Yes, it does seem Kindle is messy in that way. Not only on the Kindle itself (all need to be in the 'Documents' folder, including your personal ones), but also for the Kindle apps on PC/Android, whatever. Probably following the current 'unorganised' trend - put it anywhere and use search to find it.
I would suggest using any of the free converters to convert .pdf/,mobi into ePubs and using Aldiko on Android, unless syncing is very important to you.
Hopefully they will improve the Kindle app/software soon.