Directory w/ texture files created and retained

Hi David -

If I remember correctly, it has been that way since Rhino 5.

Yes.

I’m afraid not, no. (*)

If you don’t save the textures in the file, that directory will not be created when you open a file.
You can have that directory be created in a Temp directory on your system instead of in the directory where the file is located with this advanced setting:

Renderer Development Kit.Settings.RendererSupport.AlwaysUnpackEmbeddedFilesToTemp

(*) Further reading:

-wim