Sorry but regardless of caching, its a requirement that the Data folder and its child content be writable. Lots of things like the photo gallery, search index and even error logging depend on it. Caching is actually off by default, but we still touch the cache file because caching could be enabled at any time.
I will add code for the next release to catch this error, but still its not going to work very well without write access to the Data folder.
If your host can't accomodate that I would recommend get different hosting.
Best,
Joe