That's good but let me ask then - why it cannot be smth like
sf::Texture(const std::string &filename) throw(sf::exception::loadingError) //or std::runtime_error for example
that one?
As I said, error handling is definitely something we'd like to change in SFML 3, but it's another subject (already discussed elsewhere), let's not start a new discussion here
I actually did think about several of these initializing functions that would provide me all constants I need. Even if I can make them inline, don't you think it looks sort of workaround?
No. You can't request all the classes that you want to use, to be directly constructible the way you want. Writing your own initialization functions on top of what the API provides is not what I would call a workaround.
And... really, doing all this stuff at global initialization (before entering main), is not only UB (because some global SFML objects may not be created yet), but also not really a great idea for handling errors, logging, etc.