If your filename does not indicate the filepath in front of the filename, then MATLAB used your default directory location to save files. You can correct this by adding the desired file path to your filename.
file = fullfile('C:\...','FA.fig');
If you are wanting more flexibility of where to save your files, you can use the uiputfile function to designate a directory location and filename before saving your file.
[fn,pn] = uiputfile("*.fig","Save Figure to Specified Location");