Cannot reproduce this bug with the current version of KiCad (r4714).
After choosing an directory, it'll either create the .pro file in it, or if it's not empty, ask you if it should create an empty subdircetory and place the .pro file there (if yes, if no, it'll put it into the directory you've selected first).
Cannot reproduce this bug with the current version of KiCad (r4714).
After choosing an directory, it'll either create the .pro file in it, or if it's not empty, ask you if it should create an empty subdircetory and place the .pro file there (if yes, if no, it'll put it into the directory you've selected first).