I hope the post title did not confuse you. I hit this weird behaviour in SharePoint when I was in “www.sharepoint.com/subsite” trying to create a Page in “www.sharepoint.com/subsite/pages” library. The dialog shows URL of Root Site in “Find It at”

If you proceed to create the page, it will be added into ROOT SITE! which is not what I wanted

Resolution

To avoid confusing and to make the “add a page” adds pages to the correct site. Please do the following:

1. Go to your sub site setting page
2. Go to “Navigation” under look and feel section
3. Uncheck the field “Create friendly URLs for new pages automatically”
   
   
4. Click “OK” an save

Once you have unchecked the field, your “add a page” is now adding to the correct subsite!