If you are being correctly understood, that's not what is seen here.
Loaded a file, cut out a chunk, then File|Save As to the Documents folder.
Selected a segment of the same file, copied it, pasted it into a New File window.
When Save was clicked Explorer displayed the Documents folder, to be saved there.
Still, a default save folder would be handy. File a suggestion by clicking the caret at the top-right of the WP window.