Hi @mtrissi and welcome to the checkmk community.
The /opt directory is traditional for all optional software on a Linux/Unix system which is provided by a 3rd party vendor.
The advantages are that you dont have to go through all the standard directories to find the configurations, libraries, binaries and do on. Additionally you can resize the disk without affecting your operation system if you have a virtual system and so on.
I hope this short informations help you to understand the decission of the installing directory.