On Mac, I have folders set up in my print dialog so I can File -> Print from any app then quickly select a folder and have it generate a PDF in that folder. I use this every day to save PDF copies of email receipts.
Without an option to print via the native dialog, I have to select print from Missive, generate the PDF, File->Print in preview (which is where I select my folder now), then quit the Preview app. Seems like a convoluted process.
Really what I'm after is a quick way to save PDFs of specific emails (i.e. I don't actually care about the printing aspect of it), so also I'd settle for a "Save to PDF" option that just drops my files straight into the folder I define (vs opening in Preview first).