OK. I'll have to think about whether it would be a good thing. The case that comes to mind is a command such as "edit file". If one wanted to execute it again to edit that same file, one would have to be in the original directory. Perhaps the answer would be to provide a button to change to the directory of the currently highlighted command line (while not exiting the dialog window). Then one could use ENTER to execute the command.
I'm just beginning to think about the possibilities offered by this new feature.
In any case, the documentation could be explicit that the command line is rerun in the now-current directory, even if it is not the one from which the command was originally run.