In a Command Window, it seems the current Windows directory is always "C:\Program Files (x86)\PLSQLDeveloper". The preference setting "Files > Directories > Command files" only controls the interactive file browser, not the starting location. This means any script that attempts to create a spoolfile fails (and if it didn't fail, it would clutter up a system folder, which I don't want to do), which rather limits the usefulness of the Command Window for running scripts.
If there is currently no setting for this, please can we have it on the development wish list?