When I just checked it quickly, a minute ago, my system behaves as expected.
I imported a short piece of music, and a long piece of music, I selected the short one, pressed my key command ( P ) in order to set the locators to the selection, and then selected File/Export/Audio Mixdown. I didn’t actually do the actual export itself, but I saw that my locators didn’t move.
Though: when I use my macro (Command + P) which is actually a string of commands which sets the left locator to the beginning of my project (which is always @ timecode 01:00:00:00), sets the right locator to the richt border of the “latest event in the project” and then selects File/Export/Audio Mixdown, Nuendo DOES move my right locator to the right border of “the long piece of music”… But; this happens on purpose, obviously.
I don’t want to patronise you, but did you check that your workflow is correct?
Hopefully it’s easy to solve?