This is a known issue with SSIS designer (although I cannot find the Connect article at this time). Most likely the backup value key in the registry is not being updated correctly with the directory for this package.
To fix this (if you are on the default instance), launch Regedit and navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MSSQLServer\MSSQLServer. Create a string value called "BackupDirectory" (no quotes) and in the value put the complete path of your backup directory. Then restart and your issue should be resolved.
For a named instance, the Regedit path is:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\"name of your SQL instance"\MSSQLServer