If I ‘Save as’ and choose a location other than the default (usually C:) location, it saves OK to that location, as do subsequent 'Save’s.
But if I then ‘Save as’ again, usually to upversion the file during development, it chooses the default location, not the location from the previous ‘Save as’ or the location from which the file was loaded if it was not the default location.
I’m pretty sure that is incorrect behaviour on Windows.
I believe it expects everything to be put in the Default Workspace that you assign when you do the Setup. But it may not be the Windows Way. If you feel strongly about this and I can understand why, please open a support request and report this as a bug.