Save files from Excel Integration

I seem to be having some difficulty with the Excel integration module.  I can open files from ProjectWise and when I'm done I can save them and check them back in.  However, if I don't start with a file that is already in ProjectWise, I can't seem to save directly to ProjectWise.  Yes, I know that I can save it somewhere temporarily and drag it into ProjectWise, but I would like to skip the first part and go directly to projectwise.  When I click Save on a new file, I see options that will allow me to save to OneDrive or to Sharepoint or to "This PC" but I don't see an option to save to ProjectWise.  If I do the same thing in Word, I see ProjectWise as an option, but not in Excel.  Am I missing something?  I am using Excel 2016 with ProjectWise client version