If a path is given with the file name, the file is opened from that path instead of the save_dir or work folder.
Your poor computer just tries to please you by doing what you told it. When you give a subfolder, it tries to open the file from that subfolder of the current directory. Window's file open dialogs change the current directory. If that's bad for your project, you must change it back.
That's why we suggest not to use paths in file names. When you leave the protected room of engine functions and wander into the open field of the Windows API, don't complain about the cold wind of real programming blowing into your face.
