I think that explains it. There is no such thing as a global MixScenes folder. They are associated with projects.
The global audio folder harkens back to the days when hard drives were measured in megabytes, not gigabytes or terabytes. We no longer live in that world and I
strongly advise getting into the habit of saving projects in their own folders. This makes backing up and sharing projects
much easier and more efficient.
Of all the ways to save projects - and SONAR offers numerous options - I believe saving individual .cwp files and using a Global audio folder is by far the least desirable option. Think of it has a library with only one book that has hundreds of thousands of pages, compared to a library with separate books, each with hundreds of pages.