from http://bugs.musicbrainz.org/ticket/4868

When I choose a directory the next time I'll add a dir the opendialog gets up inside of the previous dir. But I sink the use case would say that the next dir to open should lie in parent dir of the previous chosen dir.

That description was quite hard to understand but it seems to be saying that the dialog should open the parent directory of the one which was previously selected, so selecting ~/Music/Foo/ should mean the dialog is opened at ~/Music/ next time. It seems this already happens in OSX, but not in Windows so it's probably OS-specific.