You must be aware that they made OneDrive the default location to save files. The ‘Save as’ dialog box now proposes OneDrive as the default location. So it’s more steps than before to achieve the same thing, just because we have to ‘go around’ OneDrive.
It’s not a question of not knowing how to do it, it’s a question of now being forced to go around their crap, shoved in our faces.
TBF I never liked Steam for the fact that I don’t own the games. If Valve vanishes, all the games people ‘buy’ are also gone.
I’m an old PC user that started with DOS and played BASIC games, and I’ve never been a fan of Valve or Steam. They did progress tremendously under Linux and brought a gaming revolution to the system, but they are still a capitalist corporation selling digitally locked products that we don’t really own.