I am using SE on Ubuntu 20.04. As I am the only one in my group using SE, I cannot check the SE workspace\project into SVN. Therefore, I create my workspace\project files in the Documents directory. This way if I have to blow away the source directory, I do not lose the SE workspace.
When I create new files with File->New, it always defaults to the Documents directory as that is where the workspace file is. After navigating to the correct directory and creating the file, when the next file is to be created, the default is back to the Documents directory which means navigating again.
It would be nice if the File->New had a button or list of some sort to jump to the directory (base of folders of a set of directories) that are included in the project. I don't consider this to be a high-value feature but rather a small convenience improvement.
