I'd also like this option available.
I think it would need some minor magic done though because some times the imported NZBs have files across groups
e.g: nzb imported via newzleech for bin-req/abmm posts which always crosspost a.b.tv and a.b.multimedia
now if you export those nzbs out of alt.binz (like I do) and import them on a different PC which (in my case) uses Newsleecher, they end up messed up cause the files marked as belonging to abmm go under /a.b.mm/NZBNAME/* and the ones belonging to abtv go in /a.b.tv/NZBNAME/*... so in order to avoid this same bug
you'd probably wanna check the first file on the nzb and use it's group location as a save folder for the rest of the files in the nzb, regardless of where they appear to reside at.