Insert images from the last folder in Dreamweaver

I have a question for inserting images in Dreamweaver for years.

When I first used DW3, when I wanted to insert an image, click the insert image icon, it was the last folder which I used previously opened. This behavior has been changed since I upgraded to DW CC. Now when I click the insert image icon, the default image folder of my site which I set in the site management will be opened. Sometimes it is really frustrating. For example, when I want to insert tens of images in one image folder, each image I have to click click click click click to go from my default folder into my target folder. If DW can open the last folder used, then for each image just one click will be done.

Does anyone know which setting I have missed?

My system is Windows 10 Home Edition, and my DW CC is the newest version.

Thank you !