With JDBCStore enabled, I create a new style. This style is correctly inserted into the JDBCStore.
If I then try to assign the style to a layer, the style gets created within the old data directory. This should not happen!
Note: The style (sld file) gets created in the data directory gets created as soon as I select it from the drop-down menu on the Publishing tab of the layer, presumably as part of the process that renders the style preview.