I might be wrong but I don’t believe it’s going to do that, the download and save option would be just creating a file based on that text response. It doesn’t really done a PDF type conversion.
A similar question was asked before and the thread show a could of way to do this - my method was to use Newman as a library with the node “fs” module to capture that response body and save that as a PDF.
Might not be what you’re after but you would be able to do what you’re trying to do with the Postman app.