Setting the priority to
off before starting the download doesn't work as expected;
rTorrent still creates the folder structure and zero sized files for them.
That is an intrinsic part of the BT protocol, since it divides all the files' data concatenated into chunks, and doesn't respect file boundaries. Thus, chunks at the start / end of selected files "leak" into the neighboring files.
What you CAN do is automatically delete the incomplete files when removing the item from the client. Namely for rTorrent, by using rtcontrol --purge.