[UPDATE] - I tried everything I could to get this to work and could not. This is beginning to feel like a bug.
[UPDATE 2] - Reported to UltraEdit (7/6/2017). This is a known issue and they are working on a patch

I'm moving from Win UE to Mac UE.

In Win UE, when I connect to an SFTP server, browse a directory and open a file, the directory path is saved in the "Current Directory" history. Unless I am doing something wrong, this behavior does not appear to work in Mac UE (16). After opening and saving multiple files via SFTP, only /home/user appears.

Is there some other setting to configure? If so, I do not see one.