When exporting a layout to PDF/JPEG/etc ArcPRO should save the location between sessions or there should be a check box or separate "Location" box so you can easily save the export location/path for all exports for that project. 100% of our PDF exports are to different locations than the default file location for any APRX, and even though ArcPRO saves the export location during the session, it does not between sessions. It seems silly to have to enter that location every time we open/use a project.
