Where is the data directory for the initial Bitcoin Core startup message stored on my Mac?

When you start Bitcoin Core for the first time on your Mac, you will be prompted to specify a custom data directory. However, it’s not clear where these settings are stored and the ‘welcome’ screen doesn’t pop up again. When I go to Options > Open Configuration File, it’s empty.

I checked the default directory of /Users/username/Library/Application Support/Bitcoin and it does not exist. So where is this configuration stored?