You didn't specify where that sub-folder is. If it is on your computer, then yes, you get the normal save-as dialogue where you can navigate to your folder. However, if you choose the Cloud then you are not prompted for any folder, the map will be saved on the top level. What you need to do, is to open File → Xmind Cloud, click your map with the secondary mouse-button and choose from the context menu "Move to". Now all subsequent saves be into that folder.