In chapter 11.4, the text of the manual states…
This implies, though doesn’t outright say, that the selected container (which I guess could be any file in the binder), will be where the PDF is added, so long as the selected file isn’t the Draft folder or a sub-document thereof.
In my project, it goes to the Research folder every time, even when I’m careful to select a folder prior to going to Safari and printing a Reader view of a page.