How to reproduce:
1. Create a new Unity project
2. Create few folders
3. Open the attached "Spritesheet.png" and place to one of the folders
4. Change texture type to "Sprite 2D and UI" sprite mode to multiple and slice it
5. Expand sprites, select two or more and drag to hierarchy
6. It will create animation and controller automatically to the same folder where is sprite

Note with earlier version window appeared where user could name animation and change is location