Hm, maybe! Seems rather odd, though in any case not something I'll be doing anything about*. Wonder why they would do that xD
*At least not in the automatic sense. Technically you can specify/override the directory path REXPaint uses to save images if you want to, described in the manual, though I believe that's a relative path. Interestingly haven't heard anyone else mention this, though I guess that's also because most people wouldn't run it that way.