As far as I can tell, that is by design. Executing the journal file in another directory switches the working directory. I haven’t found a way around that yet other than modifying your journal file by adding a cd "your_current_directory".
The other option would be to convert the journal file to python and execute it as a python script. The webinar “Powered by Python” Coreform Webinars is a good introduction to python in Cubit.