Yes, quick-connect does NOT allow setting local directory, only remote directory, AFAIK.
Perhaps a enhancement request for the future is in order.
Its only one more feature to add to the ALREADY huge wish-list.
Cheers.
edit**
You Can also define the start folder in Preferences
Preferences(F6)>General
Either
Use Last working folder (which remember what path locally you had last) or
Select the path you wish to be default everytime (this overrides the previous setting but always gives way to per-site setting you wish).
