Saving videos doesn't save videos?

I decided to try and do a front flip one hand no foot grab over an obstacle, and grind a pole jam I placed. I finally landed it after 100 tries and then I spent 30 minutes editing and adding keyframes, to save it... Go look for it... It's nowhere to be found? 

Why wouldn't it export it and save it? I figured if I saved it it would save on the game, and I could find it in a folder? This is stupid?

Need to combine save and export cause why are we saving if they don't save anyways??

Is that not dumb to press a button called save, it acts like it saved it to your pc, and then it's nowhere to be found? Some save that was xD tf