If it bothers people that much that leaving an icon out on workbench makes it invisible why dont you just
1-Make a copy of the icon and leave the copy out
2-Make a folder called shortcuts and make icons to leave out on workbench that have a little executable to open up the file you want
though as people said its not a problem it being invisible. If you wish to do file management you can simply click the icon and put it back where it comes from move your files about and then put it back on the desktop. Though your better off using things like diskmaster to do any filemanaging