I think Mac says Duplicate instead of Save as. Or something similar. Try to open your 2020 return in the 2020 program. Then save it with a different name so you can find it later. Then start a new 2021 and try to transfer from the new name.
How to find tax files on Mac
https://ttlc.intuit.com/community/tax-data-file/help/find-your-tax-data-file-in-mac/00/26206
