Batch "save as"

I agree with Bojand that it is generally a good idea to include cropped screenshots showing expanded action steps and batch interface options used.

There are many options for "batch processing":

1. File > Scripts > Image Processor (the easiest option)

2. File > Automate > Image Processor Pro

3. Create an action, then File > Automate > Batch or Droplet

4. Using Bridge/Adobe Camera Raw and the "Save Images" button to batch save (input being Raw/JPG/TIFF)

5. Using the Export feature in Bridge (JPG output only, either the built-in version or a 3rd party script)

6. A custom script

Can you post screenshot with action and Save step expanded? Which script or method you are using to batch process files? You can not create Save As Batch Action, by the way, you ca create action then to use some of the scripts like File > Automate > Batch, File > Scripts > Image Processor. 

You can batch process files without Save step using Image Processor or Image Processor Pro which is optional script which you can download from the internet.

Save As creates new files. Photoshop doesn't know where to create those files, what to name them, and what settings to use. That's why you have to specify each one.
You can use Image Processor or similar scripts to automate this if you are just converting formats.