Because you're using the online version, not the download software you purchased.
Install your download if you haven't already done so. Then transfer your tax return from the online version you're currently in and open it in the installed TurboTax software.
https://ttlc.intuit.com/questions/1901476-how-do-i-switch-from-turbotax-online-to-the-turbotax-softw...
