Thanks for reporting,
it seems the same issue that I observed yeaterday elsewhere: https://www.ventismedia.com/mantis/view.php?id=16410

It seems that once another dialog is opened and closed from a modal dialog then the edit boxes constantly looses focus.
i.e. clicking into the subdirectories edit line just quickly flashes the text cursor, but the focus is lost immediatelly. Something is stealling the focus.
Looking into it...

The Set Destination Wizard, accessed from Tools|Options|Library|Downloads, needs a couple of tweaks:

#1. The Sub-Directories control is enabled when the dbox opens ... ie. you can see that I have positioned the mouse pointer [url=https://www.dropbox.com/s/mb4iuyann7qzxpd/control%20disabled%20by%20Browse%20button.png?dl=0]here[/url].
But if I use the Browse button, to populate the Main directory control, the Sub_directories control becomes disabled ... ie. can no longer use the keyboard in this control

#2. The Sample info field in that dbox is a really nice touch, so that the user can verify the result of their settings, using the user's own track data in your display example.
It becomes less useful if the random track, that you choose, has the multiple tags sharing an identical tag value ... see example in the above illustration..
It would be better if you chose a track with differing album and album|albumartist and track, tag values.