1. Open or save a level.
2. File -> Open
One would expect that the Open dialog that pops up defaults to the directory the previous level was saved in / loaded from. Instead, it reverts to the base "<NeoLemmix folder>/levels" directory.
EDIT: This also applies to "Save As".
I've been meaning to mention this. I wish the last used directory was remembered as well.
I added starting from the previous folder location within one session. If you exit the editor and start it anew, you still have to navigate to your custom level folder again, though.