I registered a request with Microsoft that it should be possible during the install to specify the groups that SQL Server uses. The response was 'This will be considered for a future release'. I think the workaround you posted of moving the database files post-install is the best you will get in a NAS environment.
If you get a fix for SQL 2005, please let the community know.
Original author: https://github.com/SQL-FineBuild/Common/wiki/ 1-click install and best practice configuration of SQL Server 2019, 2017 2016, 2014, 2012, 2008 R2, 2008 and 2005.
When I give food to the poor they call me a saint. When I ask why they are poor they call me a communist - Archbishop Hélder Câmara