Hi Shu Weil,
As you are not able to save files in every format, could you please let us know where are you trying to save the file?
It could be an issue with the read & write permissions on normal user account if you are able to save images in the admin account.
The main difference in those two screenshots which I can just make out on the bottom left is that the first document is 7M bytes.
The second document is an enormous 31.4G bytes. That in itself will restrict your file type options.
Check Image size to make sure the document is the size you want