Realize this is a super old post, but I figured I'd chime in since I was looking for the same answer. The way to do this (from what I can tell) is to go into "Cura.qml", find "FileDialog" and edit "currentFolder:" to the destination you want. "Cura.qml" can be found wherever you have UM installed, so for example:
C:\Program Files\UltiMaker Cura 5.6.0\share\cura\resources\qml\Cura.qml
Maybe there's an easier way to do this...but that's what I did haha.