ACE2006, SP0, version Z.54.10
Active project is the only one displayed in the project editor. I have drawings from that project open. All drawings are in the same folder. So for #2, I don't think it matters, but I haven't tried anything else.
It only seems to do this when there's less than 3 drawings in the project (I just noticed this). It did it this morning when starting a new project (had 1 file in it). Now, I have 12 files in the project and don't have the problem.
To clarify, it copies and creates the file in the correct directory, I just have to right click and "Add Drawings" to the project.