It was certainly weird for me coming from RISC OS. In that case, even though each drive has its own namespace (like with DOS/Windows), there's not just one "current directory" per session - there is in fact only one "current directory" per drive over the entire OS! As such, changing the current directory in one place would affect all relative path accesses using that drive, even in other programs.

It was common practice when writing RISC OS programs (and recommended by Acorn) to store your application's directory path into a system variable, and then use that to refer to all the ancillary files you needed.