When you create a new project, Sonar will save it by default to the folder specified in Preferences for Cakewalk Projects.
You are, of course, allowed to save anywhere you choose, so you could/can override Sonar's default project folder location and put it anywhere on your computer you wish.
I don't know how it would have ended up anywhere else, other than by you either altering the path during the initial creation of the project, or by manually moving or copying the project after the initial save of it. Wherever you opened it from is what gets placed in the history list (quick access) displayed when you first launch Sonar.
If what you wanted to open does not appear in that list, and you click Open, then Sonar will open the folder path listed in Preferences for Cakewalk Projects.
If you routinely use a folder that is different from what is listed in Preferences for Cakewalk Projects, I would suggest you update the folder listed in Preferences to be that of the one you are routinely using, so that it makes the process of opening and saving projects simpler, as they intended.
Anyways, good luck,
Bob Bone