What version are you on? I seem to recall there was a subtle bug that only showed up under certain (and rare) conditions where stuff like this would happen. I also recall that it was mxd specific. That is, if you open a fresh ArcMap session, everything behaves as it should. Anyway, I'll check the support boards for this issue. There's also a chance (!?!) the doc may be wrong, that a blank scratch workspace defaults to default.gdb.
In the meantime... set your scratch workspace to your current workspace or another suitable known location.