Saving a file name with a slash creates another folder

Consider this example:
1. Create a new file with the name Create a User/Subscriber Profile.
2. Navigate to the File menu and click Save as.

After you save, go to the saved location. You will see a new folder "Create
a User" and the file that was actually saved as "Create a User/Subscriber
Profile" is now saved with the name "Subscriber Profile.html".

Could anybody please explain me why Amaya is behaving this way?

Thanks in advance.
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