No, it doesn't. All is about the work style. If you don't want to lose your work and you want to have file on the place you want, you need: If I want to add new file to existing project, I open new file, save it where i want under name I want first.
PSPad can autosave new files, but users will complain, that file get ugly name and it is saved into wrong folder. -- <https://forum.pspad.com/read.php?2,53682,73721> PSPad freeware editor https://www.pspad.com