Maybe that's the difference, I am not using motioneyeOS I am just using the motioneye software as I have my pi doing other things as well. Using the motioneyeOS can only do motioneye stuff...
The windows share is being shared with the VM host and that is the issue.
Play around a little I think I understand what happens and it might be different if you are using motioneyeOS. Basically the hub just allows you to view and change the settings of various motioneye cameras. All of the motion tracking and file saving is done at the actual camera OS. The hub just makes it easier to see and manage more than 1 at a time however all processing and saving is done at the camera.
If you use motioneyeOS it has 3 options to save images the first in the drop down I believe is the SD card SC16G 0x1c62ce00 (/dev/mmcblk...), the second is a custom path, and the third is a network share.
If you use just motioneye software on a different OS then there are only 2 options and that does not include the network share.
So in my case I would need to mount the windows share on the camera (not the hub) and select the custom path and save it to there.