No, the file path to the saved PDF is not something that can be added to a published PDF. I'm not sure I understand your comparison to Word ... the last saved location isn't the location of an exported PDF, but of the docx file itself, isn't it?
The full path to the PLN that is being published can be obtained as you say - and also can be displayed on each PDF page in the footer if you select the Header/Footer Settings.
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