Hello,
the setting "Auto Save" in Settings > PDF Printer only applies to documents that you print on the PDF24 printer ("Automatically save documents after printed"). The File Tools do not use it.
When you compress several files with the File Tools, the folder selection always starts in the folder of the selected files (or on the desktop, if the files are in different folders). For a single file, the save dialog opens in the folder of the file. There is currently no setting for a fixed target folder in the File Tools, so you have to select D:\SomeOtherPath\SomeOtherFolder\ in the dialog. Thank you for the suggestion, we will add it to our list.
For the tools of the PDF24 Toolbox (e.g. Compress PDF), the next version adds the setting "Fixed save directory" in Settings > Toolbox. The save dialog of the Toolbox then opens in this folder.