It's probably not so simple as that, because you're in fact "printing"
a document, and you need to specify the folder to keep it in. Do you
realize that you can just do Ctrl-P (or click the Print button), and
in the Print dialog, choose "Adobe PDF" as the printer to use? Word
will then offer to save it in the last folder you saved a pdf to,
which may or may not be the right folder for the new document.
I did once try to use the Adobe tab (in Word2007), and it messed up
the pdf -- miscellaneous characters were inserted in the result in
place of certain control characters (I think ones that set R-to-L and
L-to-R direction).
Then one day Word announced a "serious problem" (or something like
that) in connection with the Adobe interface and asked permission to
deactivate the connection. I no longer have the Adobe tab on the
Ribbon, and I have no trouble making pdf's out of the Print dialog.