It would be wildly useful if when doing an export (to .jpg, etc, not the quick export to PNG) that it would remember where you last save an export from that project. If it hasn't been exported previously, for it to default to where the .psd file (or source file) is located.
This should be saved within the .psd file, since it requires you to save after doing the export. The quick export to PNG goes to the same location as the source file and that is great.
An alternate option would be have a button on the export screen to go to source location.