Outlook - save as on attachments missing

Hello,

the Microsoft documentation suggests that "Attachments are saved in your Documents folder by default. You can't change the default location but can specify a different location each time you save an attachment. Choose the drop-down arrow to the right of the attachment icon to open the attachment menu. Choose Save As to save to your computer or cloud storage location."

This drop down option is not there. I am not sure how long this has been the case as I do not use this personally however a colleague obviously finds it very poor to work with attachments saving into a random onedrive folder where she has to move the content where she wants or downloading it and then moving it. I had read that the transition to outlook new removed it and then it had been added back sometime after, looking at posts people had made about the issue.

It doesn't seem like this is an option for any file types for anyone in our organisation, any suggestions ? 

Thank you,
Jamie.