OneDrive creates an alias instead of storing files at different location

I want OneDrive stores my files at a different location. I chose and set it up normally, as Microsoft's guided. But when I go to my desired location, I see this:

OneDrive didn't store my files at my chosen location at all and creates an alias instead!

how do I make OneDrive actually stores my files at my desired location?

Thank you!

PS: my Mac is running the latest version of macOS Monterey and OneDrive