Actually I am getting this same problem in 9.1.1 and I thought that I was doing something wrong with storage locations. It always saves to the root, but if I use the forms module to upload a file it saves correctly to the right area. I logged a ticket about this in the development forum as well thinking it was a enhancement request. Maybe they can check it again. Not sure how to report via GitHub.
Here is the other thread I created before I saw this: V9 File Storage Location