The choice offered is between internal storage and external SD card. I've chosen external SD card.
The problem is that under Android 4.4 users can no longer save anything to the external SD card. Hard to believe but true. Somehow its set up so that apps can do it. I have two Samsung SM-T310 8" tablets. Both came with Android 4.2, and they have been upgraded to 4.4. Both are set to store data on external storage, and I can download maps with either. I also have Sitytrail world, netherlands, belgium, and trial version of switzerland. All have the same problem I think, although I have not thoroughly tested them all.
With each app I have found under android 4.4 that I cannot save to the external SD card, so I cannot import gpx files.
I suggest that (unless you can convince google to change the rules) you include the gpx_import directory(-ies) somewhere in internal storage so that they are accessible.
I've recently started using iphigenie which allows import files to be selected from the download directory.