Hi Thierry,
mojoPortal requires the /App_Data and the /Data folder to be writable. This is needed for many reasons including making it possible to upload images and use them in content or use the Image Gallery features or the Shared Files feature, errors are also logged to a file on disk.
If your host won't let you write to the file system I recommend get another host because that is not a reasonable position for a host to take and there are many hosts in the world that will serve your needs gladly.
I do agree it is important to keep the file system as protected as possible while still enabling functionality that is why we only require those 2 folders to be writable.
For more information see Securing the File System and Why Features Should Be Installed by FTP, both of these article discuss security as related to the file system.
Hope that helps,
Joe