"Save File" location for saving PDF: Change in behaviour with 1.0 release?

In 0.99 version, the "save file" dialogue would default to the last saved folder. In the 1.0 version, it seems to default to "My Documents" instead of the last saved folder. I have trawled the preferences looking for a way to change this, but no luck. Is this an intended change? Can we have a set of preferences to control this behaviour?

It would be much more useful if the Save File dialogue would default to the folder that the file you are converting to PDF is saved in!