Hi Julien,
What version did you test this on ?
I tested this on R12.51CR4. When I go to Administration-->Users tab in Admin UI, it does not even list the user directory which is not yet attached to any Application/Domain. So I am wondering how did you even got to select the user directory ?
Another point to note is, this seems to be the limitation only from Admin UI, FSS UI however seems to allow this.
I see this as a bug rather than a feature.
Cheers,
Ujwol