Folder from configuration only partly honoured

I use Gigolo 0.5.1 on Linux Mint 20 to mount remote filesystems on a Windows machine (with ssh installed) with ssh/sftp.

I have the following settings in the bookmark:

Name: XXX
Service type: SSH
Server: 123.456.78.90
Port: 8888
Folder: E:/Data
User Name: Me

I can mount it, no problem. If I double click on the mounted volume in Gigolo, it opens the file manager at /run/user/1000/gvfs/sftp:host=123.456.78.90,port=8888,user=Me/E:/Data as expected.

If I click on Me on 123.456.78.90 in Nemo, my file manager, it opens my home directory on the Windows machine /run/user/1000/gvfs/sftp:host=123.456.78.90,port=8888,user=Me/C:/Users/me (and not as I would expect on /E:/Data).

FYI:

$ ls /run/user/1000/gvfs/
'sftp:host=123.456.78.90,port=8888,user=Me'

Is this a configuration issue on the Windows machine or is there anything Gigolo can do to open it in the configured directory?