AirDrop photos from iPhone to Mac: must they go to "Downloads" folder? Can I change destination to Photos?

According to Apple, the air-dropped photos from the iPhone go to the Downloads folder on the Mac:

https://support.apple.com/en-us/HT203106

"Receive content with AirDrop

When someone nearby attempts to send you files using AirDrop, you see their request as a notification, or as a message in the AirDrop window. Click Accept to save the files to your Downloads folder."

Receiving images on the iPhone, the air-dropped photos get put into Photos on the iPhone according to https://support.apple.com/en-us/HT204144#share

Also this: https://support.apple.com/guide/photos/use-airdrop-to-share-photos-pht1d4c62349/5.0/mac/10.15

"Files sent using AirDrop are placed in the Downloads folder."

Unfortunately it seems that this is not an option, to modify where it goes on a Mac. Not sure why that would be, one can customize where web browser downloads go easily enough, they default to the Downloads folder but can straightforwardly be changed to go to a different default folder.

However I do see why they don't go to the Photos Library -- that would require actually opening Photos or presenting a more complex interface between the AirDrop sender and the Mac recipient. On the iPhone it has to go to Photos because the iPhone doesn't have the equivalent of a Downloads folder, but sending images to Photos on an iPhone is a built in capability used by many programs.