To your point of SAP did not complain when you entered a wrong path -
Did you run the job with a wrong path? While running you see SAP complaining 
To your point of second screen shot -
I think you need to read the designer guide or technical manual before attempting to get confused. Because these are basics of SAP file formatting. I don't understand where the confusion is, one shows Root directory and other File name. Whats wrong with it?