It would be their systems that are misconfigured.
Well I'm asking for a couple of reasons.
1. To get advice like yours, which I followed in addition to sending emails to their main site.
2. This is a somewhat interesting issue in that more and more sites simply pass every request to their script engine and then process the URI to determine what to do with it. This seems to be true on HN also as you get a response to every request.
If you go to http://news.ycombinator.com/test.gif this is being processed by the back end most likely. Now multiply this by 10 or 20 such requests for every 1 real page load from one of these misconfigured systems.
This of course wastes a bunch of resources. In the least it may start sessions that don't need to be started, at the most, even db connections are made before module information is determined and the request can be rejected.
This is not just some single person on the net with a misconfigured cache/proxy but an ISP. This potentially means that all users using their ISP are causing much more load on sites than they need to be.
Is this trivial? It may seem so. In the old days this was a non issue. The server did not have that file and minimum resources were used to send a 404 response. Today, it's probably less likely, as your web app may be launching bootstrapping code, starting sessions, db connection, just to determine that this is a bad request.
3. It's a warning for all us developers, that misconfigured systems like this do exist out there and you can take measures in designing your site to handle these with minimum resources.