This is not truly the case for all servers. in many server environments, it will work with the slash for that setting.
In the near futire we are actually going to be moving away from KFM, it is pretty much a dead project that has not been updated for some time. We will be replacing it with CKFinder instead.
if adding the slash works for your projects, you can make the change in the main file:
to have it automatically added when use KFM. but is not truly a one size fits all fix, many don't need to have that slash added.