This behavior can be reproduced in Cakewalk by BandLab 2019.01 Build 27 and SONAR Platinum 2017.10 Build 14 using the following steps:
1. Create New Empty project.
2. Drag a Track Template from the Media tab of the Browser.
3. Close the Project.
4. Attempt to open a new project using either the File > Open... menu or the Existing Projects option from the Start Screen.
Results: The files explorer opens in the Track Template directory last selected in step 2.
Hope this helps,
Ron