Any writing done is to the home directory already: /home/user/.config/nzbdrone
Updating via the built in updater after installing to /opt does require the permissions to be changed, but /opt is a perfectly acceptable location for installing when using apt-get, since its system installed it makes more sense than in a particular users home folder.
If you prefer it in another location you could remove the apt-get installed package and download the tar.gz and run it from there.
On what OS? Looking at Ubuntu 14.04 it is owned by root:root but has 0777 permissions on it, so anyone can read/write to it:
drwxrwxrwt 3 root root 4096 Nov 13 16:11 tmp