Yes, it’s because you’re using the native macOS file dialog. You can disable that in Preferences under General->Miscellaneous (it’s right above Maximum brush size), and use the Qt one, which will allow you to save as whatever extension regardless of what’s in the combobox. If you want to use the macOS file dialog, you can also change the combobox to “All supported file types” at the top instead of having to go find the specific one you want.
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