Rejoice, there is help!
On luck, I stumbled across the absolutely indispensable Win Store App called «Share to Folder». It exactly does what Microsoft can't. As a lot of Win Apps cannot directly export files but only share data, users often need to share data directly to disk. Often sharing to another specialized app doesn't work for whatever reasons; if you can get an appropriate Metro app for your data format at all.
|Share to Folder: does exactly that.|
Finally, I can directly export my hand-made illustrations directly to disk, without having to export to a PDF viewer app first, then saving the PDF inside the viewer app. With the share to folder app installed you should finally get the long-missing «Share to Folder» target. After choosing share to folder, you can select the folder where to save the shared data. At this time, it's not possible to also choose the name of the file to which to share. But nobody's perfect all the time.