When exporting to PDF the folder that appears is the last one where you exported a PDF not the last one you opened or saved a document you were editing. IMHO, I find this very annoying as in my case it's always the folder I'm using to save my current documents and it happens to be very different to the one I last saved a PDF file. As an enhancement, either the same folder should be used, or at least a quick way to switch among them should be added to the export to PDF pop-up window.
*** This bug has been marked as a duplicate of bug 34303 ***