This has always been an issue with Lansweeper. The Action Path assumes one scan server, as it only has one entry. In practice, each scan server that is deployed should have it's own Action Path entry, as that is where the actions would be run from for servers owned/managed by that Scan server.
The actions are always run from the workstation that is starting the action.
If you want to place the actions on different shares in each location you can use a DFS link to multiple shares (or you can specify a local path on the workstation)