Export frame from video not working

I am running Sonoma 14.0 on my Apple M1 Pro MacBook. On a video that was taken with my iPhone 13 Pro, I am trying to "Export Frame to Pictures". Nothing happens when I click on it and when I go to my Pictures folder it is not there. I have other frames I have exported from the past several years. But not this one. I have tried several times. Is there a new setting with the new system? I would think if the ability is no longer available it wouldn't have the option in File>Export>Export Frame to Pictures.

Any help would be appreciated.