Maybe this is a workaround:
Before launching 2020 TurboTax, open only your Windows 10 File Explorer. Go to the directory where all your TurboTax PDFs are. Sort them there by date (newest to oldest). Then open 2020 TurboTax and try the "Save As". While that may not change the interface appearance, does the Explorer popup now have the files in the correct order that you are wanting?
I'm sorry I don't know anything else to suggest. It's probably some quirky interaction between your 2020 TurboTax and Windows File Explorer making it pull up an old Explorer interface setting instead of the modern one that people are used to in Windows 10. You can talk to TurboTax Support, if you wish, but I think it will be hard for them to understand what you are experiencing without seeing your images and this thread's discussion comparing the 2 interfaces.
