There are two issues with that, though
The first is that the dozens (sometimes hundreds) of other files I download each day will ask the same thing, even though they should all go to a single directory
The second is that I'd still have to save it that way (as above), close the project and then reopen it. Unless it 'refreshes' the file that is currently open, as it would be the file being overwritten.
If it functioned like Construct 2 / Unity / Gamemaker etc, I'd simply be able to hit 'save' and it'd overwrite the file (since I originally opened it as a file, not from the cloud or browser). This would save a lot of time and it'd be far more intuitive.
Cloud saving was okay early on, but now that my file is over 400MB (99% video files) it takes a while each time. During this time I can't export either.