WHAT ARE YOU DOING?
Eject should have cleared a 'Save to Folder' device for good.
Do you have a Cloud sync setup that includes Calibre preferences folder (hidden in appdata)? Something is putting it (the setting) back.
Make sure the is a Mirror only (basically a backup)
To see WHAT-Where: while the green ticks are present: Switch to device view (I think it will look like a folder): select a book: Tap 'O' on the keyboard: Explorer should show where it is. PLEASE REPORT HERE for advice, where it is before touching any files and making a bigger problem
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That does NOT stop it from happening again, which is the main issue. But we need to know all the clues