When inserting component links from one component to another within the CME, the interface remembers the last folder that the editor used for doing this. This is particularly useful where an editor needs to add lots of component links and there is a very large folder hierarchy.
Unfortunately, this isn't the case, and the last folder is not remembered, when inserting a ECL items.
We can navigate to the ECL folder using the ECL item's URI (e.g. ecl:234-mm02-1583-fld-folder) in the search box, so presumably we can reference individual folders and thus this must be possible.