It happened to me quite a few times when I completed downloading something, I moved the data file away forgetting to remove the entry in KTorrent. And I tend to schedule KTorrent with cron to start in midnight. The problem is that KTorrent can't find the data file anymore and asks the user whether to create a new file. And because I'd be away from the computer, KTorrent would just sit there patiently waiting to see me in the morning, expecting me to be impressed with the fact that nothing at all has been downloaded.

I think it's better to start KTorrent regardless whether the data file is missing or not, there may be other downloads that can still continue. KTorrent should then make it clear that there's an entry missing the data file, and when the user sees it, it can be removed or restart the download.