This is an excellent default choice.
This is normally a MS win habit.
But, what the... Are you talking about the same Windows I know, the OS that installs everything in C:\Windows\System32 ?
Linux is a server
O_O
So I suppose you have root access to each and every Linux "server"...
there must be a server wide install somehow.
$ sudo opam init -r /something/very/serverish/like/usr/
and, in general, "man" is your friend ;-)
--
Paolo