Whenever I do a "Save for Web (Legacy)" the first time in an Illustrator session, it defaults to some arbitrary location that has nothing to do with... well, anything. I think it might have been the location I used the first time I issued the command under Illustrator 22.0, but that was months ago, so I can't say for sure.

If I choose a different directory and save my images/slices there, that's becomes the new default directory for the remainder of that Illustrator session. But if I exit and restart Illustrator, it's back to defaulting to a location that makes no sense.

IDEALLY: the directory that I wound up doing a Save for Web into should be recorded in the .AI file when I save it afterwards, such that the next time I edit that file and need to re-export my slices, it defaults to saving them where I put them last time.

And if I've never done a Save for Web on this particular .AI file (and haven't done a Save for Web during this current session, either), defaulting to the same location as the .AI file would not be a bad guess. It would at least have the advantage of making some sense.