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When you open the options dialog the first time, all the directories are expanded. I assume that the rationale is that it's hard to figure out what the folders contain otherwise. But once I've used that folder, I want it to remember that I closed all except one, so that it's easier to navigate the next time I open it. However, the IDE forgets this when I exit it, so the next time I run it I see the full list again. I'm filing this as a P3, but it's really annoying.
Passing to dialogs subcomponent. Sorry Jirko :-(
This is the behavior as designed, the selected node is stored and restored after next Options dialog invocation. This behavior is comment and consist between all TreeView based views. It can be tracked as enhancement, I'm going to assign to UI team to consideration of any future requirements to Options dialog.
Obsoleted now by new options system.