Do you really mind that the page is showing up as a root level document when it is a third level sub-page? I don’t see how that makes a difference to anything...
My opinions aside

, you have a few options.
1. Using the ’friendly alias paths’ setting, you can either have paths, which means EVERY folder will show up in the directory structure. This won’t work if you only want some folders to show up and others to not. One fix would be to put your root-level documents at the root, 2nd level docs at second level, 3rd @3rd, etc.
2. Turning off the ’friendly alias paths’ setting gets rid of all directory structure. The end user will not see ANY structure, so every page, no matter how deep, will have a URL such as mydomain.com/this-is-a-3rd-level-page.html (you can turn on suffixes in the same area of your site configuration).
3. An interesting fix from Susan, in reply to a question I asked. This fix should work, although I never tested it. Basically, it will stop MODX from stripping the forward slash from your alias field, allowing you to create pseudo-structure. You would turn OFF ’friendly alias paths’ and save third level docs with the following in the alias box: ’level1/level2/page-name’ and that should (theoretically) give you a URL such as mydomain.com/level1/level2/page-name.html.
View thread here:
http://modxcms.com/forums/index.php/topic,63939.msg361861.html#msg361861