This is not in Maya for some reason and has not been added yet but Max has had it for many years. On top of that, other software does this with no problems, ex Substance designer and painter, nuke, zbrush.
It is a no brainier, for every Maya scene, when you set the project the data sticks and stay with each individual scene. Instead of what you have now where you set a project and that set location applies to all new scenes. This is an annoyance for any production artist who is working on multiple task and are having to constantly set their project paths each time they open another scene.
