I'd like to have an option to either set a default path or to remember the last location from where files were opened.
It should always remember the last location. Is your issue that it doesn't remember the last location or that there is no setting to enable/disable remembering?
Also, what is your operating system? If there is a bug with this, it will be highly dependent on whether you use Windows, OSX or Linux.
For me it does not remember that last location. Personally I don't need to have this as an option.
I am using Ubuntu 16.10 with the AppImage version 2.4.0 BETA.
I just tried again. It seems to remember the location while the app is open, but not after closing and starting again.
I could reproduce this. I filed a bug to get this fixed.
This is fixed in 3.2.1.