Yea it's a bit unintuitive. On my Z390 Hero, you have to type in the profile number that you want to save to then hit enter. A Save button next to that field would be a bit more direct and user friendly.*
Definitely dude! I feel your pain, most of the time when I have an issue and I come to this forum I end up reiterating what I already said in my original post so many times that I lose every ounce of patience that I have, as apparently people refuse to read the entire post to acknowledge what is going on but instead they see couple of keywords and they start dumping irrelevant solutions. I'm glad I could actually help you in one sentence and not waste neither your time or mine.
Not sure if you are new to Asus Motherboard. I had been saving Profile to USB since Z370. It has almost become a standard practice for me. Especially when Update BIOS. It will wipe out everything.
I do agree with you, they should put a description and how to in the BIOS download page. Warning you to save your profile prior to update.