Why do Acrobat DC and Adobe Reader DC both exit full screen when saving a file locally onto my computer (using a MacBook Pro with OS Sierra up to date)?

This is an extremely inconvenient quirk of these apps, and I can't see any logic behind it. I want to stop it from happening. Why can't Acrobat or Adobe reader stay in full screen mode when saving a file.

How do I change this? It is wasting my time, as it messes with my organization of my desktops etc.

Thank you!