I haven't checked, but I suspect that the folder data type excludes the properties required to track live copies. Is there really no means to sync an XF to a language master?
Current best practice is to use XFs to normalize site headers and footers. The core XF component assumes page and XF structure mirror each other in order to perform localization, which means I've got at least two footer XFs per language (example: German language master, German in my regional Germany site, German in my regional Swiss site, etc) and no automated way to keep them in sync.
Well, it's possible to create Live Copies for XF but it's possible to track it via Blueprint. The content sync feature applies b/w XF and it's live copies as well.
And, of course, you got the part right about using it as header/footer for best practices. So, you can create the master copy for XF and create live copies for languages accordingly and keep it in Sync.