Your understanding is correct.
There is really no elegant way to bypass it. Bacula clients (File Daemons) have no way of communicating a list back to the Director.
You may be able to hack up a solution based on the accepted answer in this question, but you would need some way for the end users to communicate what they want backed up (e.g. a web page that writes out files). It's not a solution I would be comfortable deploying in production personally.
Generally clients in an enterprise scenario should not be telling you what to back up - it's a recipe for disaster (John Doe tells you to back up just his desktop. A week later he's begging you to restore something from "My Documents" that he needs Super-End-of-the-Universe-Urgently. You're Mr. Bad-Backup-Guy for not having his files, even though he told you not to back them up.).
You as the backup system administrator should be telling your users what is backed up (and make sure that's a sensible list of locations), and communicate clearly that users must store files in approved locations in order for them to be backed up. (For your typical shop these days that means you back up the user's home directory - OS X and Windows are good about storing users' junk in their home folder these days).