https://bugs.winehq.org/show_bug.cgi?id=16692
--- Comment #30 from Jan-Peter Nilsson peppe@bsnet.se --- (In reply to Jan-Peter Nilsson from comment #29)
If you change directory it will save to the 'Data Files'* directory anyway. It does set the OFN_NOCHANGEDIR flag, so GetSaveFileNameA does not change the working directory.
It is possible this works the same on Windows, I will try.
I'm seeing the same behavior on Windows 8, the construction set only uses the filename from the save dialog and saves to the 'Data Files' directory even if you change directory in the save dialog.
So it does not appear to be anything else going on, GetSaveFileNameA not populating lpstrFileTitle is the problem.