gswitz
I don't keep my exports mixed with the project files.
... and you wouldn't want to because Clean Audio and CWAF Tool will whack files that aren't referenced by tracks in the project.
If you want an exported file to be in the project folder, you can just bounce to tracks, and Archive/Mute the track if you don't want the exported file to playback. This is how I create masters for export. I then export that 'Master Bounce' track to the global path specified in Preferences (not the default 'Audio Library' path in my case) when I'm satisfied with the final mix.
For import, I usually drag 'n' drop from the source folder, so I don't much care what folder File > Import defaults to.
File > Open will default to the current project path if it was opened from the File menu, but not if it was opened as an existing project from Start Screen or by dragging and dropping from the file system, and hasn't yet been re-saved.