I’ve noticed a similar glitch in Audition… when trying to save a file. But regarding Premiere Pro – perhaps this will help.
When I open Premiere by clicking on the application icon a very large window opens from which I can create a new project or open an existing project from a long list of projects. I HATE this window. I do not need it. It interrupts my work flow. This window doesn’t open if you click on the Premiere Pro project icon. So I created a Project Icon that I copy and rename whenever I start a new project. I put it into the appropriate folder where all assets for that project reside, and it stays put. Once there and renamed I open it (for the first time) and begin working. That aforementioned very large window that I hate has been problematic for me from day one, so I simply ignore it. And I never have to worry about where my project gets saved. It lives where I put it to begin with. Hope this helps.