Good point.

When this feature was first designed, we imagined that you would have one folder where you wanted to put all your reports. You would also have a different folder where you put your spectral libraries, and yet another folder where you put your FASTA files.
This has turned out to be different from the way that people actually use Skyline.

I am thinking that the way this should work is that when you export a report, if you choose the folder that the document is currently saved in, Skyline should not remember the whole path where you saved the report, but rather just remember that it was the document folder.
Similarly, if you export your report to the parent of the document folder, that will be remembered.
Exporting anywhere else will keep the current behavior where Skyline remembers the whole path that you last used.
-- Nick