The mc alias works only in a normal bash, but not in the konsole of kde. It 
seems, that it has to do with the .profile and .bashrc settings which mainly 
influence the behavior of a login shell and an interactive shell.
Without the alias for mc the wrapper isn't called and so mc doesn't leave in the 
directory you've been inside mc.
As a workaround someone could write the line inside /etc/profile.d/mc.sh into 
the ~/.alias file. But that should be done in other ways I think.