After struggling with this for a while, I think I've found a workaround. Even better, it seems to work within (top-level) patches, and collectives.
I believe that (loadbang) -> (".") -> (absolutepath) returns the path to the directory in which the .mxf file that was opened lives.
This isn't as useful as a working built-in function, or object, would be but might help others figure out "WHERE THE HECK THEY ARE" on the filesystem. :)
ps. I run Max 5.1.4, on MacOS 10.6.4. Does anyone want to confirm or deny this on the other platforms?