Changing of setting under Tools -> Options -> Paths -> My Documents has no effect on Fedora. An Ubuntu Live System was not affected, so it maybe a Fedora issue.
Same problem here on Fedora 18. It seems to be related the LibreOffice packages distributed by Fedora. When using the packages downloaded directly from libreoffice.org, it works fine for me.
I just installed from the F20 repos and it works fine. Maybe Fedora fixed it at their end? Nothing on their bugzilla to support this though!