The last export location remembered thing can be a pain if you're working on different websites and forget to check what folder you're in when you click export, many times I have ended up overwriting another websites html files by accident.

Some kind of option for .xar/.web files to remember the last exported location used for that particular xar file or maybe a field in web properties or something to set an export file path and store it in the xar file with the rest of the website details. If a remembered/stored file path doesn't exist it could maybe throw a warning and/or just default to the mydocs folder.