I think more than a few of us may have been initially weirded-out by
using the bottom bracket shell as a cable guide, but honestly it really
doesn't make any difference. Friction is friction, and no one in the
history of derailleurs has even sawn through their bottom bracket. What
I and many others do is to put a couple inches of Teflon cable housing
lining on the cables under the shell. They stay there just fine and
provide a slick crud barrier for the cables, smooth out the shifting a
hair, and take out the creepy thought of slowly, ever slowly, cutting
into the shell. You'll need to keep an eye on it a couple times per
year; the cable will eventually cut its way through the Teflon and
you'll need to replace it.