Prowlarr will use it's own folder only if you search inside prowlarr, and the downloads are kept there.
If you search and download inside radarr/sonarr, then they will move the download to theirs own root folders. (Considering you have one for each, and another to prowlarr).
Prowlarr's search with its own folder to downloads is a good way to have somewhere where you can manually search what you want and manipulate files outside radarr/sonarr.