Since updating CC and MacOS the Save As/Export window no longer changes the file extension. For example, say I have a PSD file that I am saving as a JPG. I select JPG as the format, yet the file name retains the PSD extension. The only way around it is to manually updated the file name.

Not sure if this is an Adobe problem or a MacOS Catalina problem; the only other evidence I have seen of a similar issue is downloading images from the web, the save as window refuses to put the extension on any file.

Might be time to collaborate with Apple to figure this one out.