Umm Ron, you already commented to what I said prior to your last post which is where I corrected what I said originally agreeing with you lol, but..., in all the years of using the editor, and I've used it for many, and all the years I've been on the forums which are also many, you are the first person ever to complain about this.
So... move them to a different location and call it good. Personally I don't want them moved on default to a different location, and it's very logical that it would put them in the root directory of the project. Thinking they should go elsewhere on default is illogical thinking, and it takes only a a short time to do what I just did in about 20 seconds.
Open your main folder where you keep all your projects
Create a new folder and call it something like CPF Files All like I did
Open that directory as a new window
in the other window click on each of your project directories and drag those files out into the new directory.
Now go back to the editor and reopen each of your projects and it will automatically ask you where the location of the project file is. Navigate to the new folder and associate the corresponding .cpf or .cpfs file and you're done.
I had only a few projects that I had already re-setup (due to issues I had with cCleaner while testing the beta of HTML Editor, I never bothered to reassociate any but those I was currently working on) so it only took me about 20 seconds.
Granted some people may have a lot of projects associated, but still it's quick, painless, and a whole lot easier and faster than expecting CC to have to alter this for your one and only request I've ever seen for this.
Yes you are correct that the files can go anywhere, I've already posted that post where I corrected what I had originally said about it. Why post again complaining about the previous post I made when you already commented on the post I made recanting my mistaken thoughts about where the files had to be.