Is anyone else having an issue when trying to save a PDF file to a different location?

This is the settings from ProSeries 2020. When I am saving to file, it prompts me to choose the file location it wants me to save the tax return to.

 This is the settings from ProSeries 2021.

 When I press print, within 5 seconds in ProSeries 2021, it says this, when saving to file is only selected.