We cannot possibly make every variable a defcustom, just because
someone somewhere will need to set a variable while not being a
programmer, can we?
So, while I understand your motivation, it still doesn't convince me
to make the variable a user option. Splitting stdout and stderr might
be a basic usability requirement in your eyes, but IME users rarely
send stderr to a separate place, which is why this variable is not a
defcustom.