This is an older post but doesn’t seem to have been answered. I have the same issue/desire as Simon. Today I have to do a File | Save As to capture the folder for the .3dm I am working on. Then I Export As and paste the .3dm origin folder path so that I can save the STL to the same folder as the source .3dm.
Does anyone have a suggestion on how to make the default behavior be that the source .3dm and the Export folder are the same?