Have a look to this link: https://es.mathworks.com/matlabcentral/answers/100821-how-do-i-change-the-directory-that-matlab-is-initially-started-in
I had the same problem than you, but I solved it using this:
"METHOD 2 (only for Windows):
On the PC you can also set the Shortcut properties of the MATLAB icon to specify a 'Start in' directory. To do so, right-click on the MATLAB icon and select 'Properties'. Select the 'Shortcut' tab and place the directory that you wish to have MATLAB start in into the 'Start in' field of the icon's properties."