Quote - Why doesn't Poser Pro simply say "Save" or "Save As" like Photoshop for example.

It does under the "File" menu. But that's for saving the file not the rendered image.

Quote - But "Export" to what?

To anywhere you choose. The "Export" option dropdown menu, also under the "File" menu, gives you the choice to export the image in a variety of formats (png, tiff, etc). Navigate to your desktop, for example and save it there, or to a folder of your choice. You decide.