How do I set up files being drag & dropped to save automatically as "untitled page"

Hello, I think this is enabled by default judging by the other posts in the community. However, on my adobe when I drag the page out of adobe and into a folder, it asks me to save as. I would like to be able to drag and drop and have it automatically named untitiled page.
I know this can work becuase one of my other users has this setup on their computer, and there aren't any scripts or anything like that.

Thanks in advance!