It’s not anything you’d be able to affect as a user; it’s controlled by the behavior of the OS, and the app. I should have clarified in my last post: while it’s a function of the OS call to show the file dialog, apps do have the ability to set the starting folder, meaning that Asana could theoretically remember the last folder used, which it apparently doesn’t.
So you might want to make a post in the English Forum > Product Feedback forum section asking for the Asana Mac OS app to remember the last folder used.