Windows 10 save file as set?

I have a new laptop with Windows 10 and am easily confused. Every time I take a picture of e.g. Google would like to save, then I can only select Save file, but normally I should be able to select "Save file as" and then select the desired folder in which I want to save the file. But each file is simply saved in downloads, which is quite annoying.

Can you change that somewhere or is it just like that in Windows 10?

There should be an arrow next to "Save", otherwise just download Vivaldi browser

Try with a right click on the picture, then "save graphic as".

At least that's how it works on my laptop with WIN 10 …