Comment 1 for bug 158406

CUPS-PDF is a printer driver. It is not a graphic application or a component of the GNOME, KDE or XFCE desktop. Thus, there will never be such a Save As dialog.

Instead, the output directory and file naming policy is controlled by a global configuration file for all users. One caveat on Ubuntu is that the output directory cannot be changed without first modifying the AppArmor rule for CUPS to allow CUPS-PDF to write to the new location.