A change was made in Version 13.7 so that Save Page WE now respects Firefox's download settings.

To show the 'Save As' dialog box, go to Firefox's Tools > Options, scroll down to the Downloads section, and enable the "Always ask you where to save files" option.

If this does not work, for example if you are using Firefox 52-57, go to the Save Page Options, and enable the "Always show browser 'Save As' dialog box" option. (Note: You need Save Page WE 13.8 for this option).