Keep previous folders highlighted in Finder

Having the file or folder path remain highlighted in macOS is not a thing at this time.

Follow or friend, @neuroanatomist's suggestion regarding sending feedback to Apple if you feel strongly about it.

Meanwhile, you can set Finder to display a Path Bar at the bottom of each Finder window.

In Finder's menu bar click View > Show Path Bar. The path to your selected file will now be displayed below.

Get file, folder, and disk information on Mac - Apple Support

You're welcome.

I will add that in Tahoe I find that as I navigate folder to folder, only the currently selected folder or file remains highlighted in color, but each of the folders in the path do also remain marked by a grey highlight. This is using the columns view of Finder windows.

And it also occurs to me that you can customize the toolbar of the Finder window to include a button that will display the current path when you click. Customize the Finder toolbar on Mac - Apple Support

Follow up -

Also, as you can see in the pic in my post above, the path of the Finder window may also be displayed.

You can use these two Terminal app commands to enable that:

defaults write com.apple.finder _FXShowPosixPathInTitle -bool YES

killall finder

(best to copy and paste each line into the Terminal app window and press return after each)

“We” are users like you and have no power to implement any suggestions. To have Apple consider your feedback, submit it here:

Feedback - macOS - Apple