Saving a file in a folder which doesn't exist doesn't create a new folder

I was trying to save a Pluto notebook in a path that doesn't exist. This is how the directory looked before:

Now I wanted to create a new submission sub-directory inside the julia directory and save the file there.

However, neither a new directory was created nor I got any errors. Ee can create the directories just like mkdir -p does in linux. This feature is also supported by the GitHub web dashboard while adding a new file. So I think it will be a good addition here.