If you create a swing without specifying the folder, it creates one for you in a temp folder.
But these don't show in the recent files list, so once you close it, it's very hard to find again.
Even if you do "open swing", it just starts in your user directory, with no way to find the temp directory.
Whenever I need to reopen a swing, I find myself forced to create a new swing, right click on a file and reveal in file explorer, go to the parent directory, figure out which folder was the swing i want, then open a new vs code window for it.