I know what you mean. That's why I wouldn't want to manage the funds myself. But burnt shares that could have been used to save up and pay for someting useful is in my opinion a waste.
It's not a waste- I know it feels like it, but it's not. From that logic, all non-100% delegates are wasteful because they aren't being used to save up funds for future use. You can think of burning delegate pay as not being allocated funds in the first place.
You also have to consider that bounty size usually correlates with the time it takes to fulfill a bounty. Once you have people committing to a bounty, you can start to build up funds. As long as (bounty size) / (bounty time frame) < (128,000 BTS / Month), then there should be no issue.