> Is there a way to make ThumbsPlus open to the directory that contains the image file I'm viewing?
No, but when you're in the viewer, you can press Ctrl-G to go to the folder of the current image (or from the menu, use File | Go to folder).
With older versions of ThumbsPlus, when you launched them by opening an image, or when you dragged-and-dropped an image or folder onto them, they would go to the folder automatically. Versions 8 and higher no longer do so and you have to do it manually.