By clicking the System Browser button or toolbar button () in the Save Window, you can use your Operating System's native file browser to decide where to save a file. What this looks like is entirely dependent on your OS; it may or may not contain system-specific features like shortcuts to commonly-used directories.
Since TOPCAT has no control over the way this dialogue looks, it cannot contain the Output Format selector, and certain other things such as save cancel may not work as well as for the other dialogue types. To select the output table format, you will need to use the selector in the Save Window.