I store my Scaler states in the same Ableton folder as the current project, typically that project destination could last weeks before a different project folder location is created. Scaler does not remember the navigation to save state files to the folder. Scaler reverts to a standard file path which is about 6 folders away from the Ableton folder. Every state save I have to play the click 6 folders navigation game. It is a pain. Many other musical tool programs remember the last visited save location and offer that address as the first choice. I would like that last used save path feature to become part of Scaler.
As a temp workaround, and if you have MS Windows, I suggest saving the XML to the desktop (1 right click + 1 click), then dragging it to the proper folder, possibly using a shortcut under Bookmark (just 1 D&D; in the worst scenario you need 1 click more to open the Bookmark, then 1 D&D)