why the photos saved on icloud drive is storing on my mac`s drive?

Because it is a sync, not storage. If you just want unsynced storage try DropBox, or Box, or OneDrive and there are many more.

iCloud stores the photos for syncing to al, your other devices. Your computer should store them so you always have a full-resolution copy available off-line. You should also keep a backup of what's on your computer.

If it didn't store them how could it sync them to iCloud, a sync requires something to sync with.

iCloud Photo Library can work with multiple iDevices, without a computer, syncing contents and edits between them. That's because the "master" copies are the ones in iCPL, not the ones on the computer.