Unlike Save As, the Export command writes a copy of the current document in a new file with the chosen format, but keeps the current document and format open in your session.
The Export command opens the system file picker, where you can enter the name and format of the exported file.
File dialogs - such as Open, Save As, Insert text and the like - are available in two different ways:
As native file picker dialogs of the window manager of your operating system.
As built-in LibreOffice file picker dialogs.
Use LibreOffice - PreferencesTools - Options - LibreOffice - General to shift from one to the other.
Folder selection
Pick up your preferred folder from the pull-down list or type its path name. Autocomplete function can be used to ease typing.
Connect to a server using the File Services dialog. Select a parent folder from the folder path with .