Can I change default export location to same folder as file instead of last exported to location?
Sorry, no; OmniGraffle just replies on the system’s suggested output location (which as you note, is the last-exported location). This avoids some problems with untitled documents and documents opened from mail messages, etc., but obviously can be pretty inconvenient. I’d encourage sending a request for this to omnigraffle@omnigroup.com (if you haven’t already).
