Domain-level scopes provide a security increase relative to global scope, and a convenience increase relative to site-level scope. So the ability to auto-create these instead of just site-level scope might be welcomed to many users.

Site-level scopes are more likely to "break" a site, especially those which uses redirections in their normal operation (logging in, etc.).

Those redirections are not well dealt with site-level scopes, because, for example, in issue #249, a user may whitelist the proper set of rules on www.laposte.net, but then there is a redirection to webmailz.laposte.net after trying to logging in, while there are no proper whitelist rules yet for that one hostname. With a domain-level scope, rules for *.laposte.net are seen by both www.laposte.net and webmailz.laposte.net. Hence the convenience factor.