If you want to permanently set the location of the LogFile parameter, you could either modify the gurobi.env file, or modify gurobi.sh to set LogFile upon initialization via the global setParam() function.
setParam('LogFile', '/path/to/your/logfile/gurobi.log')
import os
os.unlink('gurobi.log')
If you're using the interactive shell, you could automate this by adding it to gurobi.py.
> Is not being able to prevent an initial log file from being written deemed a bug or a feature? I would hope the former.
It's only an issue for the Python API. See previous posts in this thread for a workaround.
So it's a bug. :)