When i use "export for screens" the default export location is one specific folder on my desktop, if i move that folder or put it in the trash, the default export location will change accordingly to "follow" the location of the folder.
This happens for all files, also if i create a new file. A screenshot of this phenomenon is attached

For reference, im on MacOS Mojave 10.14 and (the newest) Illustrator (CC 2019) 23.0.6

small disclaimer, the problem might occur because my mac-user has a slightly corrupted file system, stems from changing the username and using a different adobe ID – but maybe this happens for you, the reader, too.